Q. There is agitation for abolishing capital punishment in the District of Columbia. I would like to know your views on the subject.
THE PRESIDENT: That was asked me for four years while I was Governor of the State of New York. Probably the easiest way of putting it is that it is a legislative matter. My own personal belief is that I would like to see capital punishment abolished throughout this country, but, on the other hand, every law enforcement officer with whom I have ever spoken—not every one but the overwhelming majority of them—believes that capital punishment is a definite and distinct deterrent of murder. It is, primarily, a legislative matter.
I am in the unfortunate position here, as I was in Albany, of having to pass on the question of the death penalty; it is the most disagreeable function that a Governor or the President has to perform.
I think that covers the whole thing in as few words as possible. . . .
Franklin D. Roosevelt, Excerpts from the Press Conference Online by Gerhard Peters and John T. Woolley, The American Presidency Project https://www.presidency.ucsb.edu/node/207795