A prop gun that Baldwin was holding went off and accidentally shot and killed Mrs Hutchins during filming in New Mexico.
Speaking to Good Morning America host George Stephanopoulos in his first interview since Halyna's death, Baldwin broke down in tears, saying that Mrs Hutchins was "loved by everyone who worked with her, liked by everyone she worked with and admired".
"Even now, I find it hard to believe that, it just doesn't seem real to me", he added.
It was at this point that Stephanopoulos asked, "It wasn’t in the script for the trigger to be pulled?".
Baldwin replied, "Well the trigger wasn’t pulled, I did not pull the trigger… No, no, no, no, no, I would never point a gun at anyone and pull a trigger at them, never".
When asked "how did a real bullet get on that set?", Baldwin replied, "I have no idea, someone put a live bullet in a gun, a bullet that wasn’t even supposed to be on the property".
The host quried further, "I think the big question, and the one you must have asked yourself a thousand times, how could this have happened?".
"You’ve described it as a one-in-a-trillion shot and the gun was in your hand, how do you come to terms with that?".
Check out the preview clip below.
The full interview will air on ABC later today.