Rust was being filmed at the Bonanza Creek ranch just outside of Santa Fe when the incident occured on Thursday.
Santa Fe police deputies were called to the scene after Baldwin had misfired the prop during a scene.
As per the Independent, the Santa Fe County Sheriff’s office said that the pair were shot when a prop firearm was discharged by Baldwin, who is the producer and actor for the new film, which, ironically, is about an accidental killing.
“He came in voluntarily and he left the building after he finished his interviews,” the spokesman said.
Photos taken after he had spoken to authorities showed him visibly distraught.