A man who murdered two families during a brutal week-long killing spree has been executed in Virginia.

Death row inmate Ricky Gray, 39, was pronounced dead at 9.42pm on Wednesday following a lethal injection at the Greensville Correctional Center in Jarratt, Virginia.

Gray showed no emotion as he was walked into the execution chamber wearing blue jeans and handcuffs. Asked if he had any final words, Gray responded: 'Nope.'

He was put to death 11 years after he slaughtered two young girls and their parents by slashing their throats and setting their home ablaze during a violent New Year's Day home invasion.

Just seven days later he killed another family-of-three, but got away with the crime as he was never tried.

Scroll down for video

Death row inmate Ricky Gray, 39, (pictured in 2007) was executed on Wednesday following a lethal injection at the Greensville Correctional Center in Jarratt, Virginia

Gray was sentenced to death for the slayings of nine-year-old Stella Harvey and her four-year-old sister Ruby. He was also was convicted of killing their parents, Bryan and Kathryn Harvey during a violent home invasion in Virginia on New Year's Day in 2006

Gray was sentenced to death for the slayings of nine-year-old Stella Harvey and her four-year-old sister Ruby.

He was also was convicted of killing their parents, Bryan and Kathryn Harvey.

The family was attacked by Gray when their front door was left open as they prepared to hold a holiday party with friends. Gray and his nephew Ray Dandridge were looking for a home to rob at the time.

Court records show the men tied up the family in the basement and Gray slashed their throats and bashed their heads with a hammer before setting their home on fire.

He fled with a computer, a wedding ring and a basket of cookies.

Gray also confessed to participating in the slaying of 21-year-old Ashley Baskerville, her mother Mary Baskerville-Tucker and stepfather Percyell Tucker days after the Harvey deaths, but wasn't tried in that case.

Gray also confessed to participating in the slaying of 21-year-old Ashley Baskerville (left), her mother Mary Baskerville-Tucker (right) and stepfather Percyell Tucker (far right) days after the Harvey deaths, but wasn't tried in that case

Gray and Dandridge said Ashley Baskerville had served as a lookout for them during the Harvey slayings.

All three members of the family were gagged and bound with tape in their ransacked house.

Percyell and Mary had also been slashed across the throat. The three had suffocated due to the layers of duct tape wrapped around their heads.

Ashley also had a plastic bag wrapped around her head.

Dandridge pleaded guilty to the Tucker-Baskerville slayings and is serving a life sentence.

Perycell Tucker was a forklift operator and Mary Baskerville-Tucker worked at a dry cleaner.

Her sister, Daisy Adams, called her the kind of person who 'would have given you the clothes off her back.'

Elizabeth Peiffer, an attorney for Gray, said that while his death may provide a measure of retribution for some, it also took 'from the world a man trying to make amends and make life better for others.'

An ambulance left Greensville Correctional Center on Wednesday night following Gray's execution by lethal injection

Death penalty opponents held a vigil outside the Greensville Correctional Center on Wednesday night as Gray was executed

Virginia resident Chuck Troutman held a sign remembering the Harvey family outside the jail on Wednesday night

Prison officials closed a blue curtain at 8.54pm, shielding Gray from view ahead of his execution. That is typically when officials insert the IV and place heart monitors before starting the injection.

The curtain remained closed for more than 30 minutes before it was opened and the lethal injection began, which Pfeiffer said was significantly longer than usual and concerning.

The lethal injection began around 9.28pm. For several minutes, Gray's appeared to be breathing heavily and snored loudly several times. At 9:33 p.m. he stopped moving.

He was put to death with the sedative midazolam, followed by rocuronium bromide to halt breathing, and potassium chloride, which stops the heart.

Court records show the men tied up the family in the basement and Gray slashed their throats and bashed their heads with a hammer before setting their home on fire

The slaying of Kathryn and Bryan Harvey, as well as their two young daughters, rocked Virginia's capital city back in 2006

Virginia obtained the midazolam and potassium chloride from a compounding pharmacy whose identity is secret under a new state law.

He is the first prisoner in Virginia to be executed using the controversial three-drug cocktail. Gray's attorneys had challenged the state's lethal injection plan, saying that even a firing squad would be more humane.

Midazolam has come under fire after several problematic executions in other states, with critics arguing it causes inmates to suffer a painful death because it cannot reliably render them unconscious.

Gray's attorneys had said the fact that the drug was obtained from a compounding pharmacy rather than a typical manufacturer magnifies the risk of problems.

His attorneys had asked the U.S. Supreme Court to put execution plans on hold so they could pursue a lethal injection challenge, but the high court earlier Wednesday evening denied the request without explanation in a one-sentence order.

Death row inmate Ricky Gray, 39, was pronounced dead at 9.42pm on Wednesday following a lethal injection at the Greensville Correctional Center in Jarratt, Virginia

Gray's lawyers had earlier asked Virginia Governor Terry McAuliffe to spare the inmate's life, saying his actions were the result of drug use aimed at numbing years of sexual abuse by his older brother when he was a child.

Gray says he was high on PCP at the time of the Harvey slayings and doesn't remember much. McAuliffe said he found no reason to intervene, adding he believed Gray received a fair and impartial trial.

The well-known family's slaying rocked Virginia's capital city and was followed by the killing of another Richmond family less than a week later.

Kathryn Harvey was co-owner of a popular Richmond toy store, the World of Mirth, and Bryan Harvey was a guitarist and singer for a rock duo, House of Freaks.

The families' killings put the city on edge for weeks. After more than a decade, many still struggle to discuss the crimes.

'I am still incapable of describing what happened in that basement without getting choked up,' said Richmond Commonwealth's Attorney Michael Herring, who prosecuted Gray.

'I don't know if you ever get closure from something like that. I think if you're lucky, over time you forget, but I don't know if you ever reach closure.'

Gray's lawyers had earlier asked Virginia Governor Terry McAuliffe to spare the inmate's life, saying his actions were the result of drug use aimed at numbing years of sexual abuse by his older brother when he was a child

He was put to death with the sedative midazolam, followed by rocuronium bromide to halt breathing, and potassium chloride, which stops the heart

Adams had earlier said she hoped to watch Gray's execution, believing it would bring her some relief after 11 difficult years.

'They holler about him suffering. What do they think about those kids that suffered?' Adams said.

Before his execution, his attorneys said Gray had been 'an exemplary prisoner and demonstrated that he would continue to live peacefully behind bars if a commutation were granted.'

In a statement released by his lawyers prior to his death, Gray said 'remorse is not a deep enough word' for how he feels.

'I've stolen Christmas, birthdays, and Easters, Thanksgivings, graduations, and weddings, children. There's nothing I can do to make up for that,' Gray said.

He added: 'I'm sorry they had to be a victim of my despair.'