Donnie Cleveland Lance, 66, also declined to have a chaplain say a prayer for him when he received a lethal injection just after 9 p.m. at the state prison in Jackson.
His children, Stephanie Lance Cape and Jessie Lance, wrote in a letter to the parole board in a clemency hearing Tuesday, "We've spent our whole lives with this huge gaping hole in our hearts, but at least we've had dad at our sides. It's almost impossible to imagine that it could get worse.”
They have tried to get new DNA testing to confirm their father committed the crime but didn't allege his innocence in the letter.
"We have always included Daddy in every major decision in our lives. We are closer to our father in prison than a lot of our friends are to their fathers who live near them," they added.
Lance was convicted of beating Sabrina “Joy” Lance to death with a shotgun and shooting her boyfriend Dwight “Butch” Wood Jr. in the front and back after kicking in the door of his home northeast of Atlanta on Nov. 8, 1997.
He has repeatedly claimed his innocence and his lawyers argued no physical evidence tied him to the crime. Prosecutors said the evidence, “although circumstantial, was overwhelming.”
The request was denied by the board and the U.S. Supreme Court Wednesday declined to block the execution.
There were no witnesses to the crime and no murder weapon was found, court filings said, and the defense argued investigators focused solely on Lance.
During the trial, the court rejected requests from the defense to test DNA evidence they said could exonerate him and arguments that the jury was packed with people who had a bias against him.
His lawyers also noted that the jury who sentenced him never heard about his mental health issues and traumatic brain injuries.
The prosecution said Lance had long abused his wife even after their marriage and had threatened to kill her multiple times.
Witnesses at the trial confirmed that Lance has threatened to kill his ex-wife if she started dating Wood.
Supreme Court Justices Sonia Sotomayor, Ruth Bader Ginsburg and Elena Kagan wrote a dissent last year when the Supreme Court declined to take up his case, saying they were concerned that the jury who sentenced him never heard about his brain damage or the fact that he had an IQ close to an intellectual disability.
“The mental impairment evidence reasonably could have affected at least one juror’s assessment of whether Lance deserved to die for his crimes, and Lance should have been given a chance to make the case for his life,” Sotomayor wrote.
Lance was visited by 15 family members, one friend and his attorneys before his lethal injection Wednesday.