While similar to the above achievement, this one means you can't die at all. You die when you are sent back to the previous checkpoint or fireplace. You can get this and the above achievement if you complete the game without dying.
Watch your facial expressions. When your face is basically a skeleton looking face, your next encounter is death. Find small or large health to get you back to normal.
Also, if you die, you would need to start a new game to get this achievement. Starting a new game will erase all previous stats though.