O'Malley this year created his own bill to repeal capital punishment after legislation stalled in a Senate committee for two consecutive years.
If the bill gets out of the committee, where it failed on a 5-5 vote two years ago, O'Malley will need 24 votes in the full Senate to pass the bill.
O'Malley, who is Roman Catholic, told an audience at a prayer breakfast before the march that he has only 22 votes, "but the Holy Spirit might have 24, so let's give it a shot."
O'Malley said the money spent on executions could be put to better use. He said Maryland should "not waste one instant, one day, one cent, one dime, serving death."