A Dallas man convicted of shooting and killing his two daughters was executed after the U.S. Supreme Court denied his two appeals Thursday night.

John Battaglia received a lethal injection of pentobarbital and was pronounced dead 22 minutes later at 9:40 p.m., confirmed by Jason Clark, a spokesman for the Texas Department of Criminal Justice.

When asked about any last words, he looked at the victim's side, "No, well, hi Mary Jean, I'll see y'all later. Go ahead, please."

Mary Jean Pearl, the mother of Liberty and Faith, witnessed her ex-husband's execution at the Huntsville Unit Prison.

Earlier, Battaglia remained in a holding cell close to the death chamber when a last-minute appeal delayed his execution set for 6 p.m. Lawyers hoped to file a stay of execution, challenging the drugs used in the execution. The 5th U.S. Circuit Court of Appeals and the U.S. Supreme Court rejected all appeals, clearing the way for his execution. This marks the third execution carried out in the state of Texas this year.

Liberty and Faith were visiting their father in his Deep Ellum apartment in May of 2001 when the unthinkable happened. He shot them while on the phone with Mary Jean Pearl.

"He tried to kill the children,” yelled Mary Jean Pearl in a 911 call. The little girls were on the phone with their mother, Mary Jean Pearl, when Battaglia shot them. She described the horror at his trial a year after the murders.

"And then I hear Faith go, 'No daddy, please don't do it, and I heard (gunfire) and I hear him yell. Merry F'ing Christmas,'" she said.

Hours later, Battaglia was arrested outside a tattoo parlor, where he had two roses, one for each girl, tattooed on his arm.

Battaglia had a history of domestic violence in his marriage with Mary Jean Pearl and in his first marriage. Despite his history, he was allowed unsupervised visits with his daughters.

"In a lot of cases, it was not brought up that there had been domestic violence in that relationship that was dissolving, or there had been some danger to the child,” said Paige Flink of The Family Place.

Lawmakers outraged over the deaths changed laws. They made it mandatory for judges to ask if there is a history of domestic violence.

At The Family Place, Faith and Liberty's Place was built in their honor. It's a place where parents can have safe supervised visits.

As for Battaglia, in an interview with WFAA two years ago, he blamed everyone but himself for the murders calling prosecutors and judges demons. "Some people would say you are the demon because you killed 2 little innocent girls. ‘I can understand that the media gets to only have their say,’" he said.

As for Faith and Liberty, they will live on between these walls at The Family Place where children are safe.