The fate of death row inmate Ronald Smith now becomes the responsibility of Governor Steve Bullock.
Outgoing Governor Brian Schweitzer did not grant clemency to the Canadian man.
The 55-year-old inmate had hoped that Schweitzer would do so in his final hours in office, after the Board of Pardons and Parole rejected his application last May.
Smith is on death row for the 1982 murders of two young Montana men.
No date is set for Smith's execution.