"Like his predecessor, Governor Perry is a devout Christian, highlighting one key factor in Texas' enthusiasm for the death penalty that many outsiders find puzzling -- the support it gets from conservative evangelical churches.See also this post: Death Penalty and religious affiliation in USA
This is in line with their emphasis on individuals taking responsibility for their own salvation, and they also find justification in scripture.
"A lot of evangelical Protestants not only believe that capital punishment is permissible but that it is demanded by God. And they see sanction for that in the Old Testament especially," said Matthew Wilson, a political scientist at Southern Methodist University in Dallas."
Scotsman, 13 Aug 2007