A new video from the Santa Fe County Sheriff's Office in New Mexico showed how Alec Baldwin reacted when he learned about Halyna Hutchins' death following the shooting on the set of his film "Rust."

According to Yahoo! Entertainment, the video from the sheriff's office was part of the "Rust" shooting investigation materials released this week.

In the video taken inside the sheriff's office on October 21, Baldwin was seen covering his mouth in shock after he learned that the "Rust" cinematographer had succumbed to her injuries.

Baldwin also reportedly said "no" as he pushed back his chair and put a hand over his mouth and chest when he was told about the aftermath of the "Rust" shooting.

Detective Alexandria Hancock, who informed Baldwin about Hutchins' death, was then heard telling the actor that she did not want him to hear the news from outside. 

When asked what they could do for him, Baldwin told her that he wanted to call his wife, Hilaria. The actor then left the room with his head in his hands, and seconds later, he was photographed in the parking lot, wailing as he spoke to Hilaria, the Daily Mail reported.

READ NEXT: Alec Baldwin Firing Gun in 'Rust' Shooting Without Actually Pulling the Trigger Possible? District Attorney Says It Is

Alec Baldwin Insists That Bullet Came From Movie's Armorer During 'Rust' Shooting

Another footage released from the sheriff's office also revealed the moment when Alec Baldwin was shown the projectile taken from the shoulder of "Rust" director Joel Souza, who was hit by the bullet after it exited Halyna Hutchins.

The actor then said: "That's a bullet... Somebody put a live round in the gun... I'm so sickened by this... I fired the gun. And you don't think I feel really s***ty about that? I do."

Baldwin has repeatedly insisted that someone put a live round in the gun instead of a dummy round. The actor has asked the cops to investigate a theory that a box of dummy bullets went missing from the set and then reappeared with live rounds in it.

In a phone call a few days after the shooting, Baldwin reportedly told Hancock that someone informed him that the box was where armorer Hannah Gutierrez Reed had taken the bullets from that were loaded in his gun that day.

"It reappeared... materialized out of nowhere on top of a table in the truck, and she told me unequivocally that that box was the box the long colts were taken from to put into the gun. They went back to the box and there were multiple live rounds in the box. The point is, I have always maintained that this is an accident of negligence," Baldwin noted.

Alec Baldwin's 'Gruff' Attitude After 'Rust' Shooting Seen in Video

A body cam footage released by the Santa Fe County Sheriff's Office on Monday showed how Alec Baldwin responded to the authorities after the "Rust" shooting.

According to New York Post, a responding deputy told Baldwin about his understanding that the actor was in the same room with Halyna Hutchins.

"I was the one holding the gun, yea... What do you need?" the actor replied in a gruff tone.

The deputy then told Baldwin not to talk to anyone and sit tight while they worked to secure the scene and take statements from the witnesses.

Baldwin was then seen sitting with other crew members and asked one of them for a cigarette. When a crew member said he has a "Marlboro Medium," the actor said: "I'll take it. My hands are shaking... I'll take anything."

Halyna Hutchins died on October 21 after Alec Baldwin discharged a prop gun on the set of the Western feature film "Rust" in New Mexico.  

Halyna Hutchins died on October 21 after Alec Baldwin discharged a prop gun on the Western feature film "Rust" set in New Mexico.

Hutchins was transported via helicopter to the University of New Mexico Hospital, where she later died from her injuries. Aside from Hutchins, Joel Souza was also injured and hospitalized, but he survived.

Investigators are still investigating the incident. No one has been arrested or charged as the investigation continues on how the tragic shooting occurred.

READ MORE: One Dead, Another Injured After Gun Accident in Alec Baldwin's Film Set in New Mexico

This article is owned by Latin Post.

Written by: Joshua Summers

WATCH: Alec Baldwin's Initial Reaction to Halyna Hutchins' Death - From Inside Edition