When approaching this question there are two items that need to be resolved, if the quote accurately quotes what Justice Antonin Scalia said and the second of which if the quote in its current context is true.
With regards to wrongful executions in the United States, Wikipedia provides several well referenced examples of cases where serious doubt was raised after the execution and Samuel Gross provides another good summary from a legal perspective; however, in the case of Jesse Tafero (October 12, 1946 – May 4, 1990), was convicted of murder and executed via electric chair in the state of Florida. Walter Rhodes, later confessed to the shooting after Tafero's execution. Which discredits Justice Scalia's assertion of a single case.
However, is that exactly what Justice Scalia said? It turns out that this quote is from the Kansas v. Marsh case of the exact quote from his concurring opinion was,
It should be noted at the outset that the dissent does not discuss a
single case—not one—in which it is clear that a person was executed
for a crime he did not commit. If such an event had occurred in recent
years, we would not have to hunt for it; the innocent’s name would be
shouted from the rooftops by the abolition lobby. The dissent makes
much of the new-found capacity of DNA testing to establish innocence.
But in every case of an executed defendant of which I am aware, that
technology has confirmed guilt.
Since the ruling was decided in 2006 and the Tafero case occurred in 1990 the question of if a gap sixteen years makes a case recent or not is best left to the reader.