This is a very good question, and could serve as a great discussion post because it can be judged from diverse points of view.
In John Steinbeck's Of Mice and Men, we learn that George has known Lennie from childhood. He has been like a big brother to Lennie, mostly because Lennie is mentally challenged and George takes it upon himself to serve as a protector. Nobody ever asks George to do this. It seems as if his pride as a male and his habit of taking care of things leads him to perform this duty.
However, Lennie gets in trouble a lot. Perhaps George notices at some point that now, as adults, Lennie is no longer getting in trouble for minor things. As Lennie gets bigger, he is in less control of his strength.Therefore, the problems that Lennie gets into are as big as Lennie's huge size.
In the final part of Of Mice and Men, Lennie (accidentally) does the unthinkable: Heactually kills Curley's wife. And Curley is his boss.
George, as Lennie's foil and as Lennie's protector, no longer can intervene. He knows that the only solution to this problem is to get rid of the evidence. In this case, the evidence is Lennie, himself.
George does not kill Lennie for any personal reasons. He actually is trying to save Lennie from the lynching that is sure to come Lennie's way. He knows that Lennie is like a baby and that he would never understand what is coming to him. George also knows that their dream of living "off the fat of the land, someday" is over. Either Lennie dies by the law of Curley, by the law of the state, or by mercy. That mercy can only come from George.
In conclusion, George is legally guilty of killing Lennie. Yet, the reasons for killing Lennie are much different than the reasons by which a sick killer would have used as an excuse to kill any person. George is warding Lennie from a horrid death. He is also sacrificing the rest of his life as a result of his choice. That is what Steinbeck wants to show as the saddest part of the loss of the American Dream for two simple men.