"I hate doing it, it takes me a long time to build up the edge to do it and I'm thinking about it for days," he said.
However, O'Malley called the police after her "baby" dalmatian Victor was killed.
"Garry was mad after seeing his sheep and, all of a sudden, he killed my dog. I was in shock."
SPCA chief executive Christine Kalin said police investigated one of the killings.
"The SPCA requested a necropsy report on the animal which confirmed the dog had died from one blow to the head which had caused instantaneous death," Kalin said.
She said the SPCA did not condone clubbing animals but was unable to prosecute Worrall.
Under the Animal Welfare Act it is only an offence to kill an animal if the act causes unreasonable or unnecessary pain or distress.
"This is not a method of humane euthanasia that the SPCA would encourage under any circumstances. However in this instance the scientific evidence was that the animal did not suffer pain or distress," Kalin said.
Paw Justice co-founder Craig Dunn said only a veterinarian had the facilities to kill an animal humanely.
"Leaving it to the owners' discretion is where accidents can happen and they do happen. Imagine if an animal moves and it didn't happen on first blow. He would have to do it again."