5 seconds with Google would have given you http://www.deathpenaltyinfo.org/costs-death-penalty which links to multiple sources that have looked into the issue and found that the additional cost of prosecuting the death penalty is significantly more than life without parole. The amount of difference varies with jurisdiction and the methodology of the study, but the differences support the claim.
Unlike many other prosecutors in the state, Jackson ... was personally opposed to capital punishment... He also considered it wasteful: because of the expense of litigation and the appeals process, it costs, on average, $2.3 million to execute a prisoner in Texas - about three times the cost of incarcerating someone for forty years.
Do you have a source to back that up?