Gray has been moved to a holding cell near the execution chamber and the prison was placed on lockdown Monday. The execution is scheduled for 6 p.m. Tuesday.
In Barbour's letter denying clemency Monday, he said he "found no justification to grant clemency or to interfere with the carrying out of the sentence; therefore the request is denied."
Gray, now 38, was sentenced to death in 1996 for the 1994 slaying of 79-year-old Grace Blackwell of Louin. Blackwell died from a shotgun wound to the head.