His voice hoarse and his face strained with grief, Baldwin told a reporter from BackGrid he had been gagged from speaking about the accidental shooting of Halyna Hutchins by the Santa Fe Sheriff’s Department.
“She was my friend,” Baldwin said of Ms Hutchins, a 42-year-old married mother of one, who was killed at the Bonanza Creek Ranch on 14 October.
“There are incidental accidents on film sets from time to time, but nothing like this,” he said.
“This is a one in a trillion episode, a one in a trillion event.”
Baldwin agreed to speak briefly to a reporter on the side of the road in Vermont, as his wife Hilaria stood filming the impromptu encounter on her cellphone nearby.
Baldwin said he was limited in what he could say.
“I’m not allowed to make any comments because it’s an active investigation. A woman died. She was my friend, she was my friend,” he said.
“When I arrived in Sante Fe to start shooting, I took her to dinner.
“We were a very, very well-oiled crew shooting a film together when this horrible event happened.”
Mr Baldwin was a producer on Rust, as well as appearing as a gunfighter in the Western film, set in the 19th century.
When asked about growing calls to end the use of real firearms on film sets, Baldwin said he supported the move.
“I do know an ongoing effort to limit the use of firearms on a set is something I’m extremely interested in,” he said.
Baldwin said he was in “constant contact” with Ms Hutchins’ husband Matthew, and was “very worried” about her family.