Mark Wayne Reed, federal prisoner # 05308-078, appeals from the district court’s order denying his “motion for jail time credits.” Although not addressed by the district court in its order denying Reed’s motion, 28 U.S.C. § 2241 is the proper procedural vehicle for challenging the execution of a sentence. United States v. Tubwell, 37 F.3d 175, 177 (5th Cir. 1994). *259 Because pro se pleadings must be liberally construed as seeking the proper remedy, Reed’s motion will be treated as arising under 28 U.S.C. § 2241. See United States v. Robinson, 78 F.3d 172, 174 (5th Cir. 1996). Because the district of incarceration is the same as the district of conviction, the Eastern District of Texas had jurisdiction to consider it. See United States v. Weathersby, 958 F.2d 65, 66 (5th Cir. 1992).

Even if it would be futile for Reed to exhaust his administrative remedies, Reed is not entitled to credit on his federal sentence for time spent in state custody prior to the imposition of the federal sentence because that period was credited against another sentence. See 18 U.S.C. § 3585(b); Vignera v. Attorney General 455 F.2d 637, 638 (5th Cir. 1972). Accordingly, the district court’s order is AFFIRMED.