In the novel Of Mice and Men, by John Steinbeck, we find the climactic event of George killing Lennie towards the end of the story.
The reason why George kills Lennie is not for his personal gain. It is actually a last-minute decision based on the choices Lennie has at the moment. Lennie accidentally kills the wife of the son of the farm's owner and now his fate is sealed: He faces being chased by the woman's husband and his lynch mob and die a painful and slow death, or dying instantly and as painlessly as possible. This is when George chooses to shoot Lennie at close range before the mob gets a hold of him.
If you ask how George was wrong in killing Lennie, one could come up with two reasons.
First, he merely assumes that Lennie would be taken by the mob of farm hands. Surely he has an idea of what would happen to Lennie if he is found, but he shoots him anyway. What if they had been able to run away? What couldn't he hide Lennie and then escape with him to another city? They had plenty of knowledge on how to escape. Why not do it again?
Second, why not just walk away? Lennie has been a pain in George's side for long enough. There is an end to everything and, perhaps, this could have been a wonderful opportunity for George to leave Lennie to his own devices. George is not Lennie's father, nor son, to be protecting him so much. Something has got to give. He could have just said "whatever" and moved on with his life.
Conclusively, this makes us wonder exactly why George chooses to shoot Lennie and does not escape with him. Perhaps they did not have enough time. Maybe George knows that they will be marked men and anyone would be able to find them wherever they go. Moreover, George already sees his own fate sealed with Lennie's. He knows that the dream is dead, and it can only be brought to live by the two of them, together. This being said, George signgs away his own life by shooting Lennie, while sparing Lennie of a bloody and cruel end.