The justices ruled Wednesday that Rolling, 52, could not use an American Bar Association report as newly discovered evidence because it "is a compilation of previously available information" and includes nothing that would cause them to strike down the death penalty.
Rolling's lawyer, Baya Harrison III, said he plans further appeals. Rolling is scheduled to be executed Oct. 25.
Harrison also filed papers that claim Florida's lethal injection procedure is unconstitutional because it causes extreme pain. The same argument was previously made by convicted killers Arthur Rutherford and Clarence Hill.
Rutherford was executed hours before Wednesday's ruling for the 1985 murder of a woman in her Santa Rosa County home. Hill was put to death Sept. 20 for killing a Pensacola police officer.
Rolling terrorized Gainesville in late August and early September 1990, killing five college students in their off-campus apartments. He pleaded guilty in 1994.