The 22-year-old is currently behind bars in America's harshest maximum security prison, ADX Florence in Colorado, until he can be moved to federal death row.
In documents sent to the US federal court in Boston, his lawyers also appealed against a court's decision earlier this month denying his motion for a new trial.
A jury unanimously imposed the death sentence on May 15 after finding the US citizen guilty on all 30 counts related to the bombings, the subsequent murder of a police officer and other crimes carried out while on the run.
Tsarnaev apologized to his victims for the first time during a highly emotional court hearing on June 24 when a US federal judge formally imposed the death sentence on six counts related to the bombings.
The attacks were carried out by Tsarnaev and his older brother Tamerlan, who was shot dead by police while on the run, leaving Dzhokhar to stand trial alone.