This undated file photo provided by the Georgia Department of Corrections shows inmate Andrew Allen Cook. The Georgia Board of Pardons and Paroles has denied clemency in the case of a death row inmate set to be executed on Thursday, Feb. 21, 2013. Cook was convicted in the 1995 slayings of two Mercer University students. Grant Patrick Hendrickson and Michele Lee Cartagena were shot several times as they sat in a car at Lake Juliette, in Georgia. (AP Photo/Georgia Dept. of Corrections)

JACKSON, Ga. (AP) — A 38-year-old inmate who was convicted of killing two college students after confessing to his FBI agent father was executed in Georgia on Thursday, apologizing to the families of both victims before being injected at a state prison.

Andrew Allen Cook was pronounced dead at 11:22 p.m., about 14 minutes after he was injected with the sedative pentobarbital. He was the first inmate to be executed since the state changed its procedure in July from a three-drug combination to a single dose.

With his last words, he apologized to the families of Mercer University students Grant Patrick Hendrickson, 22, and Michele Lee Cartagena, 19, who were shot several times as they sat in a car at Lake Juliette, which is about 75 miles south of Atlanta. He said what he did was senseless.

"I'm sorry," Cook said as he was strapped to a gurney. "I'm not going to ask you to forgive me. I can't even do it myself."

He also thanked his family for "their support, for being with me and I'm sorry I took so much from you all."

The Georgia Appeals Court on Wednesday temporarily stayed Cook's execution to consider a challenge to the state's lethal injection procedure. But the Georgia Supreme Court lifted the stay Thursday and all other appeals were exhausted.

Cook's lawyers have argued at various stages in their appeals of his death sentence that he suffered from mental illness and was being treated for depression up to the time of his death.

Mary Hendrickson, the mother of one of the victims, recently told television station WMAZ-TV in Macon she's been waiting 18 years for justice.

"I think that's what it was: the devil's work," she said. "When all that is going on, I was just thinking to myself: 'Well, the devil is not going to win. He's not going to win over my heart. He is not going to win.'"

The single-drug injection began at about 11:08 p.m. Cook blinked his eyes a few times, and his eyes soon got heavy. His chest was heaving for about two or three minutes as his eyes closed. Not too long after, two doctors examined him and nodded and Carl Humphrey, warden of the state prison in Jackson, who announced the time of death.

Corrections officials said Thursday evening that Cook had received visits from family earlier in the day and ate the last meal he had requested — steak, a baked potato, potato wedges, fried shrimp, lemon meringue pie and soda.

A jury sentenced Cook to death after he was convicted in the January 2, 1995 slayings at Lake Juliette. Cook wasn't charged until more than two years later. He confessed to his father, a Macon FBI agent who ended up testifying at his son's trial.

The Georgia Bureau of Investigation reached out to John Cook in December 1995 because they were interested in speaking to his son. When he called his then-22-year-old son to tell him the GBI wanted to talk to him, he had no idea the younger man was considered a suspect.

"I said, 'Andy, the GBI is looking for you concerning the Lake Juliette homicide. Do you know anything about it?'" John Cook testified at his son's trial in March 1998. "He said, 'Daddy, I can't tell you. You're one of them. ... You're a cop.'"

Eventually, Andrew Cook told his father that he knew about the slayings, that he was there and that he knew who shot the couple, John Cook recalled.

"I just felt like the world was crashing in on me. But I felt maybe he was there and just saw what happened," he said. "I then asked, 'Did you shoot them?'

"After a pause on the phone, he said, 'Yes.'"

As a law enforcement officer, John Cook said he was forced to call his supervisor and contacted the Monroe County sheriff.

At the trial, as he walked away from the stand, the distraught father mouthed "I'm sorry" to the victims' families who were sitting on the front row of the courtroom. Several members of both families acknowledged his apology.