Under federal rules, McVeigh had one month after his May 16 execution date was set to ask the president to spare his life. The U.S. Bureau of Prisons set the execution date Jan. 16, after McVeigh dropped all appeals.
"The office of pardon attorney did not receive a petition from McVeigh," Department of Justice spokeswoman Chris Watney said after the midnight deadline expired Thursday.
Speaking at a news conference in Tulsa, Oklahoma, McVeigh's attorney, Rob Nigh Jr., said his client declined to seek clemency in part because the chance of succeeding was "exceedingly small or non-existent."
Nigh added that "even if relief were granted, Mr. McVeigh does not believe he would be in a better position. Having nothing to look forward to but solitary confinement in a Bureau of Prisons facility does not appeal to Mr. McVeigh."
In a January letter to a Buffalo, New York, newspaper, McVeigh said he would not "beg any man to spare my life" and dubbed the president "the Reaper," a reference to the record number of executions carried out in Texas, where Bush was governor, since the U.S. Supreme Court reinstated the death penalty in 1976.
Members of bombing victims' families said McVeigh's choice didn't surprise them.
"He wants to do it his way," said Marsha Kight, whose daughter, Frankie Merrell, died in the attack. "He wasn't going to let the government have the last say."
Bud Welch, father of victim Julie Welch, said he believes McVeigh wants to die and questioned whether the government should help him carry out the wish.
"I felt from day one that he was probably somewhat suicidal, he was so full of vengeance and rage," said Welch, who is opposed to the death penalty.
"When we take him out of his cage on May 16 in Terre Haute for the purpose of killing him, then we've assisted suicide... It's not going to bring anybody any peace."
McVeigh, 32, is scheduled to die by lethal injection, in the first execution by the federal government in 37 years. He is in a prison in Terre Haute, Indiana.
The Gulf War veteran was convicted of murder and other charges in the April 19, 1995, bombing of the Alfred P. Murrah Federal Building. It was the deadliest act of terrorism on U.S. soil, killing 168 people and injuring more than 500.
The government has received 250 requests from victims and relatives who want to watch McVeigh die, and is considering a closed-circuit television broadcast of the execution.
McVeigh wrote in a letter published in the Sunday Oklahoman that his execution should be broadcast publicly. But the U.S. prisons agency said the idea was out of the question.
He has given interviews to two reporters for The Buffalo (N.Y.) News, who wrote a biography to be published in April.
McVeigh's amy buddy, Terry Nichols, is serving a life sentence without possibility of parole for helping plan the bombing out of anger at the government for the fiery end of the Branch Davidian siege in Waco, Texas, in which about 80 Davidians died.
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