The 63-year old actor said he feels "lucky" to be at home with his family this Christmas and spoke of a "really tough" period following the fatal shooting incident on a film set in October.

Cinematographer Hutchins was killed when a prop-gun held by Baldwin went off on the set of Rust.

The film’s director, Joel Souza, was also injured in the incident.

Baldwin thanked his followers for their "best wishes and strength" in the three-minute address.

"I wanted to take a moment to say thank you to all of the people who sent me such kind words and best wishes and strength and hope and prayers and so forth," he says in the clip.

"I got hundreds of emails from friends and family and colleagues and people that I haven't heard from in quite a while to send me strength and good wishes."

"I am very grateful for that," he says.

Referencing the shooting incident, Baldwin adds: "I am looking forward to some aspects of this being behind me."

"For everyone who is involved in this, it's never going to be behind us because somebody died so tragically and I never lose sight of that, not a day goes by that I don't think about that," he tells his followers.

"All I care about is my wife and my kids and just trying to move forward with my life and trying to get through a tough time, a really tough time."

Baldwin ended the video by telling his followers: "Wear a mask, get the booster. Don't let Santa Claus down the chimney without a mask."

An investigation into the shooting, which occurred in New Mexico, is under way.

A search warrant for Baldwin's phone was issued last week by a Sante Fe court in the latest phase of the investigation.