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Alec Baldwin spoke out amid the ongoing "Rust" movie shooting investigation Saturday.
Baldwin, 63, spoke to photographers in Vermont where he said he is cooperating with police and has been speaking to them every day. Baldwin maintained that he could not speak on the active investigation.
"It's an active investigation in terms of a woman died, she was my friend," Baldwin said.
"We were a very, very well-oiled crew shooting a film together, and then this horrible event happened," he added.
RELATED: Affidavit: 'Rust' assistant director said he should've checked gun, but didn't
Baldwin admitted the fatal shooting on the set is a "one in a trillion event."
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"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. It's a one in a trillion event."
Baldwin said he is "extremely interested" in limiting the use of firearms on set following the fatal incident.
"But remember, how many bullets have been fired in films and TV shows in the last 75 years. This is America," Baldwin said. "How many bullets have gone off in movies and on TV sets before? How many, billions in the last 75 years? And nearly all of it without incident. So what has to happen now is, we have to realize that when it does go wrong and it's this horrible, catastrophic thing, some new measures have to take place. Rubber guns, plastic guns, no live -- no real armaments on set. That's not for me to decide. It's urgent that you understand I'm not an expert in this field, so whatever other people decide is the best way to go in terms of protecting people's safety on film sets, I'm all in favor of and I will cooperate with that in any way that I can."
RELATED: 'No words': Alec Baldwin says 'heart is broken' after fatal prop gun shooting
Baldwin and his wife Hilaria had been on the road before making the impromptu press conference. The actor pulled over and agreed to talk to photographers if he could have some space.
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Baldwin and Hilaria were spotted enjoying drinks at a bar in a small ski town Friday night. Hilaria had wine while Baldwin had a non-alcoholic IPA.
Earlier Friday, Hilaria was seen driving Baldwin around the small town. At one point, she exited the car to pump gas. The author and yoga instructor attempted to shield her face from photographers as the couple tried to maintain a low profile amid the ongoing investigation of the shooting that took place on Baldwin's "Rust" movie set.
Later, Hilaria was spotted sans Baldwin as she stopped at a local Italian market to pick up groceries. The family's nanny accompanied her.
RELATED: What is a prop gun? On-set deaths involving them have happened before
Baldwin appears to have been in the New England area since Monday afternoon when he was spotted at the same Italian market that Hilaria shopped at Friday.
He was previously spotted getting breakfast Sunday morning with Hutchins' husband and son at the La Posada hotel in New Mexico.
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Baldwin discharged a gun on the set of "Rust" in New Mexico on Oct. 21, killing cinematographer Halyna Hutchins and injuring director Joel Souza. Assistant director Dave Halls had told Baldwin that the gun was a "cold gun," meaning "not hot" or unloaded, after armorer Hannah Gutierrez Reed had placed the gun on a cart on set.
Prop master Sarah Zachry also handled the gun before the fatal shooting, according to a search warrant executed by the Santa Fe Sheriff's Office.
RELATED: Film crew staged walkout before Alec Baldwin fatally fired prop gun
The Santa Fe County Sheriff's Department is still investigating the incident and said it was "too early" to comment on potential charges during a press conference Wednesday. However, Sheriff Adan Mendoza has since referred to the department's efforts as a "criminal investigation."
"I’d be careful using the word ‘accident,'" Mendoza said during an appearance Thursday on "Fox & Friends."
"This is obviously a tragedy and it was avoidable, so right now it’s a criminal investigation."
Read more of this story on FOX News.