What episode does dad die in the show fairy tail?

The "dad" you're likely referring to is Makarov Dreyar, the master of the Fairy Tail Guild. He does not die in the show, at least not in the anime or manga as of the current chapters.

It's possible you're thinking of a different character, or perhaps you're confusing Fairy Tail with another anime. Could you please clarify which "dad" you're asking about?