[SOLVED] How I can detect deleted gameobject

How I can detect when particular gameobject with tag Player gets deleted so I can show an game over message? Please help in c# as I’m learning that.

EDIT: Here is the working version of the script. Edited and tested, working fine for me.

using UnityEngine;
using System.Collections;
 
public class Valikko : MonoBehaviour 
{
	GameObject Pallo;
    int bricksLeft;
    bool destroyedAllBricks = false;
	
    void Start () 
	{
		Pallo = GameObject.FindGameObjectWithTag("Player");
    }
 
    void Update () 
	{
    	GameObject[] bricks = GameObject.FindGameObjectsWithTag("Brick");
		bricksLeft = bricks.Length;
		

            if(Input.GetKeyDown(KeyCode.A))
    {
     if(bricks.Length > 0)
     Destroy (bricks[bricks.Length - 1]);
    }
    if(bricksLeft <= 0)
    {
      destroyedAllBricks = true;
    }

    }
	
	void OnGUI () 
	{
		if(Pallo == null)
		{
			GUI.Box (new Rect (0,60,200,25),"Game Over!");
		}
       
		if(destroyedAllBricks)
		{
			GUI.Box (new Rect (0,30,200,25),"All bricks destroyed!");
		}
		
		else
		{
			GUI.Box (new Rect(0,30,200,25),"Bricks remaining :" + bricksLeft);
			GUI.Box (new Rect (0,0,200,25), "CrazyBricks 3D v0.2");
			GUI.Box (new Rect (Screen.width -300,0,300,25), "Broken Signal Entertainment (c) 2013");
		}
	}   
}