Convicted killer Mark W. Bailey was executed by injection last night in Virginia's death chamber, six years after he fatally shot his wife and their 2-year-old son.

Bailey, 34, was pronounced dead at 9:07 at the Greensville Correctional Center in Jarratt, according to Larry Traylor, a Department of Corrections spokesman. The execution was the third in Virginia this year.

Asked whether he had any final words, Bailey said, "No, thank you."

Bailey, a former Navy submariner and a Persian Gulf War veteran, was sentenced to death for the Sept. 10, 1998, killings of his wife and son at their Hampton home. According to court records, Bailey awoke early that morning and shot his sleeping wife, Katherine, 22, three times in the head. He then shot their son, Nathan, twice as the boy was climbing out of bed.

Yesterday evening, Gov. Mark R. Warner (D) rejected a clemency petition in which Bailey's attorneys argued that his life should be spared because he had bipolar disorder, a condition the jury was unaware of. Bailey's attorneys also said he deserved leniency because he served in the Navy for a decade.

According to court records, Bailey said he killed his wife because she had been unfaithful. The couple, who were first cousins once removed, had been having marital problems, the records state.

Authorities said that before the killings, Bailey falsely told co-workers that his wife had been getting threatening phone calls and notes.

After the killings, Bailey cut the screen on a bathroom window and slashed a phone cord to make it appear that an intruder had attacked his family, court records state. He then went to work and told a supervisor that his wife had received another threatening note.

Bailey initially denied any involvement but later confessed.

His attorneys said that their client "faced a continuous struggle with his mental illness" and that the sentencing jury was unaware that Bailey had been diagnosed with bipolar disorder while awaiting trial. They also noted that there is a family history of mental illness and that Bailey's twin brother also has been diagnosed with bipolar disorder.

The National Gulf War Resource Center, a Silver Spring-based veterans group, also asked Warner to commute the sentence to life in prison, citing Bailey's military service and mental illness.

But Rush Wickes, a spokesman for Virginians United Against Crime, said his group believes the jury's sentence was appropriate.

"If Mark Bailey had been experiencing marital strife, he could have sought counseling or even separation. Instead, Bailey chose to slay his wife and then kill his own little boy as he tried to crawl out of his crib to check on his mother," Wickes said.

Traylor said Bailey spent yesterday afternoon visiting with his parents, a spiritual counselor and his attorneys. Some of Katherine Bailey's relatives planned to witness the execution, he said.

Bailey's execution was the 92nd in Virginia since the U.S. Supreme Court reinstated capital punishment in 1976.

In March, Brian Lee Cherrix, 30, who raped and killed a young mother on Chincoteague Island, was executed, followed in April by Dennis M. Orbe, who fatally shot a York County convenience store clerk.