According to the game, he is considered dead in the first game but as the only one who doesn't recognize Beatrice as witch. Why with the present tense? Because in the second game he also make an appearance who follows Beatrice around while keeps denying her as a witch.

It is suggested that Beatrice had to kill him in the first game just to show her witch powers because Battler had all mysteries solved by logical deductions just like a detective. However, in the second game, Battler is shown alive and it is also suggested that Beatrice brought him back alive because she found Battler as an amusing person she ever met after more than a thousand years of living.