Originally Posted by The Guard
Yes he did. He knew Alfred was leaving, which is why he was holding back tears. He said "Goodbye, Alfred" for a reason.
And Alfred leaving doesn’t mean he gave up on Bruce, just that he understood he had to resign. I do feel that he should have come back at some point before the end, and that this element was sloppily handled.
I think it would have been better if Alfred blew Bane away with a shotgun rather than Catwoman.