Davis, 42, was declared dead from lethal injection at 11:08 p.m. in the Georgia death chamber in Jackson after the execution was delayed for four hours to give the U.S. Supreme Court a chance to mull over a Hail Mary defense appeal.
He died within 15 minutes of being given a needle, said correction officials.
"I did not have a gun," he told the officer's family, who witnessed the execution.
"I'm not the one who personally killed your son, your father, your brother," he said lifting his head from where he lay strapped to the gurney.
The condemned man refused to eat the cheeseburger and fries provided for his last meal. He also did not take an anti-anxiety drug offered before the execution or participate in a final prayer.
MacPhail, 27, a former Army Ranger and the married father of two, was moonlighting as a bus station security guard when he was murdered. Prosecutors charged he was shot while trying to stop Davis from pistol-whipping a homeless man.
MacPhail's widow told The Associated Press there was "nothing to rejoice" about.
"I will grieve for the Davis family because now they're going to understand our pain and our hurt," Joan MacPhail-Harris said in a telephone interview.
A jury of seven blacks and five whites convicted Davis and sent him to Death Row in 1991. In the 20 years since his conviction, Davis' execution had been stayed three times.
Seven of nine prosecution witnesses who initially swore seeing him shoot MacPhail recanted their testimony. Several of the witnesses, including one Davis' lawyer suggested was the real killer, said they were coerced by police investigators.
The defendant was also convicted of shooting another man in the face on the same night MacPhail was gunned down.
In 2009, the U.S. Supreme Court ordered the Georgia federal court to review new evidence in the case to determine if it "clearly establishes innocence." The Georgia federal court rejected the new evidence, including affidavits from recanting prosecution witnesses, and upheld the conviction.
Vigils on behalf of the condemned man were held around the world, including one on 125th St. in Harlem that drew more than 200 people.
"The death penalty is not right, especially when the person is innocent," said retired teacher Sheila Zukowsky, 61 of Manhattan. "People think that everyone in America supports the death penalty. We are here to show the world that's not true."
With News Wire Services