In an Instagram post, Ms Baldwin said her husband had been “somehow plunged into this unthinkable nightmare”.
The Hollywood actor, 63, accidentally shot and killed Halyna Hutchins when a gun he was holding exploded while filming Rust in New Mexico.
In an early interview about the shooting, he said he don’t feel guilty and there is “only one question to be answered – where did the live turn come from?” “
His wife, 37, with whom he has six children, said the tragedy was “etched in my memory”.
Beside a photo of the couple on their wedding day, she wrote: “The horrific loss, the torture suffered by her family and you, my husband, have kind of put in this unthinkable nightmare.
“I am here, I love you and I will take care of you. These are the only words that came to me when we learned that Halyna had passed. I remember repeating this phrase over and over again. “
Ms Baldwin said she was unsure whether the actor should have given the interview.
She added, “I was afraid you would open up because I saw your broken spirit, your broken sanity, your soul in unimaginable pain.
“Sometimes I wonder how much a body, a mind can take. I do not want to lose you.
“You know each other and want to talk. I am proud of you. We are afraid and we collapse as some talk about us. Everything twists and turns, tears, nibbles, even is invented. “
Ms Baldwin described the couple as “easy targets” as they are “messy, unfiltered and wear our hearts, naked, on our sleeves.”
She continued, “We are so sensitive that hurting ourselves is easy. “
She ended by writing “We honor Halyna and her family”, and hopes the cause of the shooting will be uncovered “to make sure it does not happen again”.
Meanwhile, some of the people who handled guns on set could face criminal charges, the New Mexico prosecutor said.
Mary Carmack-Altwies has yet to make a decision on the charges, she added, but said everyone involved “in the handling and use of firearms on set had a duty. to behave in a way that protects the safety of others ”.
Once the investigation is completed, “some individuals could be criminally guilty of their actions and / or inactions on the set of Rust,” she said.