It's not illegal in any way. It won't get you thrown in jail for contempt. It is probably protected by the first ammendment to say so. It will get you excluded from the jury.

People do it all the time, in fact.

The exact standard questions asked of jurors in voir dire vary from jurisdiction to jurisdiction, but usually include some variation of if there any religious, philosophical, or ethical reasons you could not convict (or not acquit) generally.

I mean, imagine if you had philosophical, ethical, or reliigous reasons you couldn't convict under any circumstances and you wound up on the jury anyway! If you didn't tell the court this when asked and wound up on the jury cause you lied about it... you probably still wouldn't actually be considered in contempt, but it'd be bad.