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On Halloween 1991, the court sentenced Pennell to death. Under the Delaware State Constitution, every death penalty judgment requires further hearing from the Supreme Court, and on February 11, 1992, Pennell appeared before them, demanding that he be sentenced to death. He was the only one in Delaware's legal history to represent himself before the Supreme Court, and the only convicted to willingly seek the death penalty.

However, he plead not guilty to the murders, and spoke of all crime as a third party, saying that the killer was enjoying the process of the murder, but not the murder itself. The Delaware State Attorney General objected to the death penalty, but the judges sentenced Pennell to death anyway. His execution was scheduled for March 14, 1992.

On March 14, 1992, at 9:49 PM, Steven Brian Pennell was executed by lethal injection, becoming the first person executed in Delaware in 46 years, and the 165th person to be executed in the United States since the death sentence was reinstated in 1976.

On November 23, 1989, the jury reached a decision and convicted Pennell of murdering Catherine DiMauro and Shirley Ellis, but acquitted him of Gordon's murder because of lack of evidence. The jury decided not to recommend the death penalty, but two life sentences. Shortly after the decision, a bouquet of flowers was sent to the prosecutor's office, with a note reading: "You made us feel human again, from the women of Route 40."

The second victim was 31-year-old divorced prostitute Catherine A. DiMauro. On June 28, 1988, about seven months after the first murder, around 11:30 PM, she was seen walking down Route 40, but it was unclear if she was prostituting herself. At 6:25 AM, construction workers found her naked body at a construction site. Her wrists were tied to her feet, her mouth was clogged with adhesive tape, no signs of sexual assault were found. Like Ellis, she was killed by hammer blows and strangulation, but unlike the first murder, DiMauro's body was covered in blue fibers.

On August 22, 1988, 27-year-old prostitute Margaret Lynn Finner disappeared. A number of witnesses had seen her enter a blue Ford driven by a white male near Route 13.

On September 14, 1988, Renée Tashner, an undercover cop posing as a prostitute, roamed Route 40 in an attempt to capture the killer. After passing several vehicles, she spotted a blue Ford seven times in 20 minutes. She went to a more isolated area, and the vehicle stopped next to her. The driver was white, with Tashner noticing that the floor had a blue carpet. The man appeared nervous, hardly looking her in the eyes, but still attempted to convince her to enter the car. She refused, claiming that she was tired, but managed to tear some fiber from the blue carpet and write down the license plate number. Upon examination of several license plates, it emerged that the vehicle belonged to Stephen Brian Pennell, a 31-year-old electrician, married and father of two, with no criminal record.

Delaware public prosecutor Charles Orley approved a police search warrant of the panel van, while at the same time searching for other offences they could arrest Pennell. While searching the vehicle, prints matching the blood and hair of the victims, as well as the same adhesive tape used in the DiMauro killing, were located. A "torture kit" was also found, which included pliers, whips, handcuffs, needles, knives and restraints. Pennell was arrested on November 29, 1988, a year after he murdered the first victim, and was charged with killing three - Ellis, DiMauro and Gordon. He decided to enact his right to remain silent.

The first victim was 23-year-old Shirley Anna Ellis, a nurse. On November 29, 1987, she left Wilmington Hospital around 6 PM, where she was aiding an AIDS patient, catching a lift on her way home on Route 40. Her body was later found by the roadside by two boys. She was partially nude, her legs spread out, hands and feet tied with adhesive tape. There were no signs of sexual assault, but she had been seriously abused, with her killer tying a string around her neck and hitting her head with a hammer before she died.

Steven Brian Pennell (November 22, 1957 – March 14, 1992), aka The Route 40 Killer, was Delaware's only known serial killer, convicted of the murders of two New Castle County, Delaware women and suspected of killing three others. Most of his victims were abducted from U.S. Route 40, near Bear.

On September 23rd, 26-year-old Kathleen Anne Meyer, of Brookmont Farms, disappeared. A police officer saw her board a blue Ford on Route 40, at 9:30 PM. He was able to write down the identification plate, which turned out to belong to Pennell's car. Her body was never found.

Two days later, 22-year-old Gordon, a local sex worker known for frequenting Route 40, disappeared. Witnesses saw her enter a blue Ford, identified as a panel car. On September 20th, her body was found on the rocks in the Chesapeake-Delaware Canal. In the autopsy, it was discovered that she had been drugged with cocaine, which had caused her heart to stop before the torture had begun.