McCarthy, 52, was put to death after Texas' criminal court of last resort ignored her racial-bias claims, the Dallas Morning News reported.
Sixty protesters gathered near the Huntsville facility where McCarthy had her last meal to protest the death penalty, the newspaper said.
The Texas Court of Criminal Appeals order Tuesday refused "to look at her claims, trumping form over substance, and foreclosing any possibility of review," attorney Maurie Levin said earlier in a statement.
The court declined to reconsider its Monday denial of McCarthy's request for a hearing on her allegation black jurors were improperly excluded from her trial by prosecutors and the failure by her attorneys to challenge this.
The court said such allegations should have been raised previously.
"As a result, Ms. McCarthy will be executed despite the fact that her conviction and death sentence were the result of a process that was infected by discrimination and race bias, and inadequate counsel appointed by the state," said Levin, who has represented death-sentenced inmates in state and federal court since 1993.
"As a result, she will be executed despite the fact that no court has ever reviewed the merits of those claims," she said.
McCarthy had been on death row at the Mountain View Unit housing female prisoners in Gatesville, 40 miles southwest of Waco.
She is the first female put to death in the United States since 2010 and the 13th woman executed since the Supreme Court reinstated capital punishment in 1976.
Texas has executed 500 people since 1982, nearly five times as many people as Virginia, the No. 2 execution state, with 110, the non-profit Death Penalty Information Center says. Texas has 300 inmates on death row. Virginia has 11.
McCarthy, who was black, was sentenced to death Nov. 1, 2002, in an appeal of her 1998 conviction in the murder of her white neighbor during a 1997 robbery.
She was convicted of stabbing 71-year-old retired college professor Dorothy Booth in her Lancaster home with a butcher knife, beating her with a candelabrum and cutting off her finger to steal her diamond wedding ring.
The 12-person jury included one person who was not white. Prosecutors had used their peremptory challenges to reject three other non-white potential jurors, Levin argued.
Peremptory challenges let defense and prosecution lawyers reject a certain number of potential jurors without having to give a reason.
The prosecution's rejection of the non-white jurors was a possible violation of a Supreme Court ruling against purposeful exclusion of minorities from a jury when the defendant is a minority, Levin argued.
An earlier attorney for McCarthy didn't challenge these possibly unconstitutional race-based rejections in the original case or on appeal, Levin said.
Because of these and other failures, no court reviewed the merits of McCarthy's racial-discrimination claims, Levin said.
"The shameful errors that plague Ms. McCarthy's case -- race bias, ineffective counsel, and courts unwilling to exercise meaningful oversight of the system -- reflect problems that are central to the administration of the death penalty as a whole," Levin said in her statement late Tuesday.
"For this to be the emblem of Texas' 500th execution is something all Texans should be ashamed of," she said.