A Georgia man convicted of killing his ex-wife and her boyfriend more than two decades ago was put to death Wednesday, becoming the state's first inmate executed this year. Donnie Cleveland Lance, 66, received a lethal injection at the state prison in Jackson and was pronounced dead at 9:05 p.m., the Georgia attorney general's office said in a statement.

Lance said nothing when he was given a chance to make a final statement and declined to have a chaplain say a prayer. Strapped to a gurney, he lay mostly still but wiggled his feet.

The warden left the execution chamber at 8:54 p.m. Records from previous executions show that the lethal drug generally begins flowing within a minute or two of the warden's exit. Lance took about a dozen deep breaths and then became completely still about three minutes after the warden left.

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Lance had been sentenced to death for the killings of Sabrina "Joy" Lance and Dwight "Butch" Wood Jr. The two were slain on November 8, 1997, at Wood's home in Jackson County, about 60 miles northeast of Atlanta.

Lance went to the home, kicked in the front door and shot Wood in the front and back with a shotgun and then beat Joy Lance to death with the butt of the shotgun, according to a Georgia Supreme Court summary of the case.

Lance had consistently said he did not kill the pair.

On Wednesday evening, the U.S. Supreme Court denied defense requests to step in and block the execution. The court gave no explanation in its emailed statement for its decision.

This undated file photo released by the Georgia Department of Corrections shows death row inmate Donnie Cleveland Lance, who was convicted of killing his ex-wife and her boyfriend more than 20 years ago.

Authorities have previously said there were no witnesses and that no murder weapon was ever found. Lance's lawyers have argued that no blood or other physical evidence linked him to the killings but that investigators focused only on him from the start. Lawyers for the state have argued in court filings that the evidence against Lance, "although circumstantial, was overwhelming."

Prosecutors had argued that Lance had long abused his ex-wife, both during their marriage and after their divorce, and had threatened multiple times to kill her. His lawyers wrote in a clemency application that the two had a troubled relationship and that "alcohol abuse was a significant factor in a history of mutual aggression."

Lance's lawyers have sought DNA testing on various pieces of evidence, arguing that the testing could rule Lance out as the killer and could reveal the person responsible.

In September, a judge declined a request for DNA testing and a new trial. The judge said that in light of all the evidence presented at trial it's unlikely the jury would have reached a different verdict if DNA results had been available. The Georgia Supreme Court declined to take the case.

Separately, Lance's lawyers filed a petition last month in Butts County Superior Court alleging that the prosecutor improperly packed the grand jury with people he knew would side with him. Because the grand jury was not randomly selected, Lance's lawyers argued, the death sentence was invalid and unconstitutional.

Lawyers for the state countered that those arguments have been previously raised and were rejected by the court. A judge agreed with the state and rejected the petition last week. The Georgia Supreme Court on Wednesday declined to hear an appeal or to stop Lance's execution, and his attorneys then unsuccessfully asked the U.S. Supreme Court to take up the case.

The State Board of Pardons and Paroles held a closed-door hearing Tuesday and denied a defense request to spare Lance's life. The board is the only authority in Georgia with the power to commute a death sentence.

In seeking clemency, Lance's lawyers had argued that Joy and Donnie Lance's now-adult son and daughter already lost their mother and would suffer even more if their father was executed.

"We've spent our whole lives with this huge gaping hole in our hearts, but at least we've had dad at our sides," Stephanie Lance Cape and Jessie Lance had written to the parole board. "It's almost impossible to imagine that it could get worse."

Prison officials said Lance received visits Wednesday from 15 family members, one friend and three attorneys.