Irina Iashvili, David Tkebuchava, and la *385Tkebuchava, are natives and citizens of Georgia. They have petitioned this court for review of the Board of Immigration Appeals (BIA) order affirming the denial of asylum and withholding of removal. The petitioners fail to show that the record compels reversal of the finding of the IJ that they are not entitled to asylum or withholding of removal. See Chun v. INS, 40 F.3d 76, 78 (5th Cir. 1994); Mikhael v. INS, 115 F.3d 299, 306 (5th Cir. 1997). Because the petitioners did not apply for relief under the Convention Against Torture, this court lacks jurisdiction over that claim. See 8 U.S.C. § 1252(d)(1); Wang v. Ashcroft, 260 F.3d 448, 452-453 (5th Cir. 2001). Accordingly, review of the BIA’s denial of asylum and withholding of removal is DENIED.