The image was not of Mercury's fall. Nasa has said previously that there could be no real-time pictures of the impact, which would take place on the side of the planet facing away from the Earth.
But the US space agency confirmed that the probe had indeed crash-landed.
"A Nasa planetary exploration mission came to a planned, but nonetheless dramatic, end Thursday when it slammed into Mercury's surface at about 8,750 miles per hour (3.91 kilometres per second) and created a new crater on the planet's surface," the agency said in a statement.
The spacecraft itself was just about three metres long.
The mission, which launched in 2004, had achieved "unprecedented success", with its top discovery being that Mercury had lots of frozen water and other volatile materials in its permanently shadowed polar craters on the planet closest to the Sun, the US space agency said.
-AAP