Jesus had no problem with the DP...The New Testament says..
Jesus said, "For God commanded, saying, 'Honor your father and your mother'; and, 'He who curses father or mother, let him be put to death.'" - Matthew 15:4
And as Jesus hung on the cross, one of the criminals mocked Him.
"But the other, answering, rebuked him (the other criminal) saying, 'Do you not even fear God, seeing you are under the same condemnation? And we indeed justly, for we receive the due reward of our deeds; but this Man has done nothing wrong.'" - Luke 23:40-41
In that passage of scripture the criminal says that they, meaning himself and the other criminal, are being justly punished, being put to death for their crimes. And when you look at the apostle Paul in the book of Acts, he says,
"For if I am an offender, or have committed anything deserving death, I do not object to dying; but if there is nothing in these things of which these men accuse me, no one can deliver me to them. I appeal to Caesar." - Acts 25:11
For God established the governing authorities (Romans 13:1), and it is to them the responsibility of putting those to death who commit capital crimes.
"For rulers are not a terror to good works, but to evil. Do you want to be unafraid of the authority? Do what is good, and you will have praise from the same. For he is God's minister to you for good. But if you do evil, be afraid; for he does not bear the sword in vain; for he is God's minister, an avenger to execute wrath on him who practices evil." - Romans 13:3-4
And finally, it is stated in the book of Revelation,
"He who leads into captivity shall go into captivity; he who kills with the sword must be killed with the sword. Here is the patience and the faith of the saints." - Revelation 13:9-10
Well, there you have it. Old and New Testament support for the death penalty. God does support it. If you have any doubts, just pick up your Bible. It's all right there for you to read.