Prop gun fired by Alec Baldwin kills woman on set
The incident happened on the set of "Rust" in the southwestern US state, where Baldwin is playing the lead in a 19th-century western.
Halyna Hutchins and Joel Souza "were shot when a prop firearm was discharged by Alec Baldwin," the sheriff in Santa Fe said in a statement.
Hutchins, 42, was transported to hospital by helicopter but died of her wounds, while Souza, 48, was taken by ambulance and is receiving treatment.
No charges have been filed over the incident, which is being investigated, with witness interviews ongoing.
A sheriff's spokesman told the publication that the director was in "critical condition."
The incident took place at the Bonanza Creek Ranch, a production location near Santa Fe which is popular with Hollywood filmmakers.
Movie sets usually have stringent rules over the use of prop weapons, but accidents have happened.
Most famously, Brandon Lee, the son of martial arts legend Bruce Lee, died during filming of "The Crow" after being shot by a gun that was supposed to fire blanks.
Baldwin co-produces the film and stars as Harland Rust, an outlaw whose grandson is convicted of murder, and who goes on the run with him when the boy is sentenced to hang for the crime.
The 63-year-old posted a photograph earlier Thursday on Instagram showing him apparently on set, dressed in a period costume and with fake blood on his shirt.
"Back to in-person at the office. Blimey... it’s exhausting," he captioned the picture, which went online several hours before the incident.
Baldwin has been on television and in films since the 1980s.
Having starred in a number of high profile movies, including in "The Hunt for Red October" and two iterations of the "Mission: Impossible" franchise, Baldwin has voiced animated characters in hits like "The Boss Baby".
He garnered new fans with his long-running portrayal of Donald Trump on "Saturday Night Live", a character that irritated the former president, but won Baldwin a Primetime Emmy.
"Rust" also stars Jensen Ackles ("Supernaturals") and Travis Fimmel, best known for playing Ragnar Lothbrok in "Vikings".
The Bonanza Creek Ranch where Thursday's incident took place has hosted productions including "Hostiles," "Cowboys & Aliens," "3:10 to Yuma," "Appaloosa" and "Longmire."