The justices without comment rejected three requests for release and dismissed an appeal, SCOTUSBLOG.com reported.
Davis likely will now face a new execution date.
Davis was convicted of the 1989 murder of Savannah, Ga., police officer Mark MacPhail.
MacPhail was off-duty working as a bus station security guard when he tried to help a homeless man being pistol-whipped in a nearby Burger King parking lot, about.com reported. Nine witnesses testified at trial Davis was the one who beat the homeless man and shot MacPhail in the face and chest when he tried to intervene.
Davis's supporters pointed out that most of the witnesses have recanted their testimony and that another man has admitted to killing MacPhail.
Lawyers for Davis presented evidence they said showed his innocence at a May hearing before a federal judge -- the hearing had been ordered by the Supreme Court -- but the judge ruled there was no convincing evidence to overturn the conviction.
When a federal appeals court also rejected Davis's pleas, his lawyers unsuccessfully asked the U.S. Supreme Court for review.