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After the appeals had failed, the leaders of the amnesty movement, enlisting the Haymarket defendants' family members when possible, beseeched the condemned men to ask Governor Oglesby for mercy. Whatever chance the anarchists had of avoiding the gallows depended on such a direct appeal by the prisoners themselves.

To militants like Engel, Fischer, and especially Lingg, the very suggestion was an insult tantamount to asking them to betray everything they stood for. Nothing but an absolute pardon was acceptable. Samuel Fielden and Michael Schwab did ask for mercy, and they received it on the eve of their scheduled execution. Parsons had refused commutation weeks before in his "Appeal to the People of America." Like other similar writings, it was published and sold by Lucy Parsons to raise money for her husband's defense and to support her family.

On November 3, Spies joined with Fielden and Schwab in signing a letter of appeal to the governor prepared by amnesty leaders William Salter and Henry Lloyd. The letter denied that they advocated the use of force except in self-defense, and that the charges against them relating to the Haymarket bombing were "false" and "absurd." The anarchists stated that while they did attack "the present social arrangement" and "exposed its iniquity," they never consciously broke the law.

"All our efforts have been in the direction of elevating mankind and to remove as much as possible the cause of crime in society," they contended. And if they caused other workingmen to believe that "an aggressive course" (i.e., the bomb) was "a proper instrument of reform," they regretted it, deploring the loss of life at the Haymarket and in all other labor violence. They each also wrote separate letters, Fielden's and Schwab's in much the same vein, admitting that they had been too caught up in their own rhetoric to realize the possible consequences.

On November 6, Spies, who had been criticized by hard-liners for signing the appeal, sent Oglesby a retraction of his earlier message. Blaming the press for stirring up the public to such a pitch against the innocent defendants that the governor was virtually forced to go ahead with the execution, Spies suggested that he alone should be hanged as a symbolic sacrifice, and that the others should be spared. "Take this, then; take my life," Spies wrote, "I offer it to you that you may satisfy the fury of a semi-barbaric mob and save the lives of my comrades." When he received the letter, Governor Oglesby's reported response was, "My God, this is terrible!" Combined with the prosecutors' belief that Spies was among the most blameworthy of the defendants, his letter foreclosed the possibility of commutation of his sentence.

Albert Parsons, though his political views were closer to those of Spies, Fielden, and Schwab, consistently rejected, along with Engel, Fischer, and Lingg, any options other than liberty or death. To some in the clemency movement leadership, this betrayed a sign of Parsons's literally fatal weakness for the dramatic gesture, even when—or perhaps precisely because—his life was on the line. "The appeal of Parsons for liberty or death is pure bathos," William Salter complained, "and is in keeping with the theatrical nature of the man."

Parsons explicitly stated his refusal to ask for mercy twice. On October 16, he wrote to Oglesby declaring that if the governor really thought he was guilty, Parsons preferred to be executed rather than sentenced to life in prison, where he would be "like the quarry slave at night scourged to his dungeon." If Parsons was deemed innocent, however, "then I am entitled to and will accept nothing less than liberty." Under no circumstances would he accept mere clemency.

As he told Oglesby, Parsons had made a similar statement in late September in his "Appeal." In that document, Parsons reviewed and ridiculed the evidence and testimony used to convict him and the others. He closed with an extended appeal to the American people "in their love of justice and fair play." He claimed that he had actually been tried for having the high principles of anarchism, not for murder, and would rather die than suffer the "lingering death" of jail that a commutation would bring. Parsons ended by comparing socialist belief in common property to the teachings of Christ, concluding with Patrick Henry's famous demand for liberty or death.