US actor Alec Baldwin fired a prop gun that killed a cinematographer and wounded the director on a film set in New Mexico, US law enforcement said Friday.

The incident took place on the set of Rust, where Baldwin is playing the lead in a 19th century western about an accidental killing.

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.

"Mr. Baldwin was interviewed by detectives," Santa Fe sheriff spokesman Juan Rios told AFP.

"He provided statements and answered their questions. He came in voluntarily and he left the building after he finished his interviews. No charges have been filed and no arrests have been made."

The Santa Fe New Mexican published pictures of a distraught-looking Baldwin which it said were taken in the parking lot of the set after the tragedy.

The paper said its reporter had seen the actor in tears after he had been questioned by investigators.

One photograph shows a man, presumed to be Baldwin, doubled over.

A spokesperson from the production told The Hollywood Reporter the "accident" involved the misfiring of a prop gun with blanks. 

"The entire cast and crew has been absolutely devastated by today's tragedy, and we send our deepest condolences to Halyna's family and loved ones," the spokesperson said in a statement.

"We have halted production on the film for an undetermined period of time and are fully co-operating with the Santa Fe Police Department's investigation."

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