Throughout the book, Lennie seems to be unaware of what is right and what is wrong, and this could make him continually seem like a burden to George as every time Lennie does something wrong, he has to get him out of it and end up quitting their jobs to start over somewhere else. George knows just how easy his life could be without Lennie and all the trouble, as he tells Lennie at the start of the book about how he would get a decent job with nice guys to talk to and a good pay, then at the end of the month he would go into town and spend as much as he wanted. George's life has been made harder because of Lennie and to him, it could seem like he is destined to be unhappy whilst he stays with Lennie.
The great depression makes people feel alone and helpless in their lives, so George could feel alone in his decision to kill Lennie, as even after talking to Slim about it, he is still unsure of what he will do right up until minutes before he kills him.
When George talks to candy, candy mentions that he regrets not killing his own dog, that in a way he feels guilty that someone else (Carlson) put an end to its life and not him. This could make George think about how he would feel if someone else killed Lennie when he had the chance, George thinks he would probably feels like candy – guilty, that he let someone else (probably Curley) kill Lennie. George knows that he is powerless against Curley, as he is the boss's son and holds more power over him and that even if he talked to Curley about letting Lennie go and putting him in a mental asylum, Curley would still kill him anyway, so George remembers Candy's regret and decides to kill Lennie himself.
If George had let Curley kill Lennie he knows Curley won't just shoot him, in a way George acted out of kindness to his friend because he knows how Curley would torture Lennie to the point of death and then shoot him and George doesn't want Lennie to die in pain, especially with Curley inflicting it as he knows Curley will scare Lennie and upset him even more.
As George ready's himself to shoot Lennie, he gets Lennie to look into the hills and think about their dream, so he could nearly see it. Lennie starts thinking about how he would tend to the rabbits and get to pet them, this was probably Lennie's idea of heaven so George thinks that if Lennie thinks about the dream as he dies, as the last thing he ever thinks about then maybe that will be Lennie's heaven. George also wants Lennie to die thinking about the good things and happy things that they are going to do; instead of if Curley got hold of him, Lennie would die thinking of the horrible things Curley was doing to him. George could have believed that if Lennie died thinking about the dream then he might end up going there as his heaven and so Lennie gets to die happy.
It may seem to George that he can't cope with Lennie anymore because of the way they have to live their lives – always on the run from past misfortunes. George wants to be able to stay in one place for a while and not have to worry about Lennie doing something wrong.