"I hired a private investigator," Baldwin told CNN, later adding that the last 10 months have "taken years off my life."
Baldwin was rehearsing with the gun that killed Halyna on Oct. 21. A FBI forensic report released last week determined the .45 Colt could not have been fired without someone pulling the trigger. It also noted that 150 live rounds of ammunition were found on the set. Baldwin, who was a producer on the Western film, has repeatedly stated he never pulled the trigger. The actor reiterated to CNN that there are two people responsible for Halyna's death: assistant director Dave Halls, who handed him the gun and declared it "cold" meaning it had no live ammo, and Hannah Gutierrez Reed, who served as the armorer and props assistant on the film.
"Why didn't [Gutierrez Reed] check that bullet? Why didn't Halls obey her?" Baldwin asked. "Why did he give me the gun? Why didn't he check? Why did he tell the crew [it was a cold gun]?"
Based on the findings of Baldwin's private investigator, he doesn't believe anyone will be criminally charged. Santa Fe County prosecutors have not indicated which way their investigation is leaning.
"I'm pretty confident neither one of them should ever work in a film set again," Baldwin said. "I sincerely believe ... [investigators are] going to say that this was an accident. It's tragic."
The actor noted that he does not want to "condemn" Gutierrez Reed.
"I mean maybe it's the Catholic in me," Baldwin explained. "I have an impulse to say, I don't want to see anybody suffer. I don't want to sit there and say you know, go get her and condemn her."
Lawyers for Halls and Gutierrez Reed told the outlet Baldwin is trying to shift blame off of himself.
Baldwin went on to reveal that he's lost five jobs in less than a year because of the accident.
"I got fired from another job yesterday," he said. "There I was all set to go to a movie, jump on a plane ... I've been talking with these guys for months and they told me yesterday we don't want to do the film with you because of this."
Many people have weighed in on the tragedy, including former President Donald Trump, who said Baldwin shot the cinematographer on purpose. The 30 Rock alum said he's feared for his safety because of comments like that.
"There is just this torrent of people attacking me who don't know the facts," he stated. Baldwin credits his wife Hilaria, who is pregnant with the couple's seventh child, for being his rock through this all.
"If I didn't have my wife, I don't know where I would be right now," he said. "If I didn't have her, I probably would have quit, retired, gone off, you know sold everything I owned, got a house in the middle of nowhere and just you know find something else to do, sell real estate."
Baldwin noted that he wanted to finish Rust for Halyna's family — "we wanted to put the money in the kid's pocket." Halyna and her husband, Matt Hutchins, shared one young son. They are suing Baldwin and others for wrongful death. The actor doesn't feel he's responsible, though, something Matt previously called "absurd."
Related video: Halyna Hutchins's husband blames Alec Baldwin, "industry standards" for her death on 'Rust' set
"Someone put a live bullet in the gun who should have known better," Baldwin added. "That was [Gutierrez Reed's] job. Her job was to look at the ammunition and put in the dummy round or the blank round, and there wasn't supposed to be any live rounds on the set.
"There are two people who didn't do what they were supposed to do," he continued. "I'm not sitting there saying I want them to, you know, go to prison, or I want their lives to be hell. I don't want that, but I want everybody to know that those are the two people that are responsible for what happened."
Baldwin reiterated that Halyna's death is "the worst thing of all."
"Somebody died, and it was avoidable. It was so unnecessary," he said. "Every day of my life I think about that."
Baldwin reposted a portion of the CNN interview on social media that explained how the gun went off without pulling the trigger.
"The most important part of this article is this first sentence. No one has ever maintained, on my part, that a cocked gun just went off without pulling a trigger. The gun was never cocked. Never. The hammer was pulled back as far as it could go WITHOUT cocking the gun. When released, it caused the gun to fire," Baldwin wrote. "Not cocked. No trigger pull. Pull back hammer only…and release. Who put the live round in the gun?"