US actor Alec Baldwin said Saturday in his first public comments on his fatal shooting of cinematographer Halyna Hutchins with a prop gun on a movie set that the tragedy was a "one in a trillion episode."

In footage aired by TMZ, Baldwin and his wife Hilaria spoke to reporters who intercepted them in Manchester, Vermont. The Hollywood star declined to comment on the investigation of the shooting on the set of the 19th-century Western Rust on October 21.

Baldwin has previously tweeted to express his grief over the tragedy, and said he is cooperating with police investigating the killing.

"She was my family," he told the reporters in the footage.

"There are incidental accidents on film sets from time to time, but nothing like this. This is a one in a trillion episode."

Calls have grown since the incident for better control of weapons on Hollywood sets, and Baldwin said the effort was "something I am extremely interested in."

But he could not say whether he would ever work with firearms on a set again. 

He also said that production on Rust, which was suspended immediately after the killing, would not resume.

Baldwin, who was a producer as well as the lead actor in the film, fired a live round from a Colt .45 during a rehearsal on the set of Rust.

The round passed through Hutchins' body and struck director Joel Souza in the shoulder. She died, while he was treated in hospital for the injury and released. 

Baldwin, who had been told by the film's assistant director that the gun was "cold" - meaning it did not have a live round in the chamber - said he could not comment on the ongoing investigation.

The assistant director, Dave Halls, has since told detectives that he did not fully check the gun before declaring it safe.

Halls was fired as assistant director on a previous movie for gun safety violations, that film's producers said this week.

The film's armorer said in a statement on Friday that she had "no idea" where the live round came from. 

Hannah Gutierrez-Reed, 24, was responsible for supplying and keeping weapons safe on set, ensuring that they were accounted for at all times and locked away when not in use.

More than a dozen weapons were being stored in a prop truck on the set, according to law enforcement documents seen by AFP on Friday.

Authorities have said they do not rule out pressing criminal charges.