Cinematographer Halyna Hutchins was killed last month after Alec Baldwin discharged a gun that should not have contained a real bullet
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Hilaria Baldwin is "very worried" about her husband Alec Baldwin.

The actor, 63, is "haunted" by the death of cinematographer Halyna Hutchins, who died last month on the set of the movie Rust after Alec set off a gun that should not have contained a real bullet, a source tells PEOPLE.

"Hilaria is very worried about him," the source says. "He is not really sleeping and just haunted by Halyna's death."

The source adds that Alec "is struggling, because he clearly understands that things are even worse for Halyna's family. He doesn't want any sympathy. He doesn't want this to be about him."

"He just wants to help Halyna's husband and child as much as he can," the source tells PEOPLE.

Halyna Hutchins
Halyna Hutchins
| Credit: James Gourley/Shutterstock

Alec has been in contact with Hutchins' husband, Matthew Hutchins, and 9-year-old son Andros since the tragedy, and had breakfast with them two days after the shooting. The former 30 Rock star told paparazzi last week that Hutchins was his "friend," adding that he and Hilaria have been "very worried" about Matthew and Andros.

A source previously told PEOPLE that Alec has been "leaning on Hilaria" and their children for support since the shooting. On Sunday, the podcast host shared a photo of the couple holding hands, writing in the caption, "I love you and I'm here❤️."

alec baldwin
Alec Baldwin, Hilaria Baldwin
| Credit: The Image Direct

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The shooting happened on Oct. 21 on the Santa Fe, New Mexico, set of Rust, a country western movie starring Alec and directed by Joel Souza. During a rehearsal, assistant director David Halls unknowingly handed Alec a gun that had been loaded with real bullets. Thinking it was only loaded with blanks, Halls shouted "cold gun" to indicate it was safe to use, according to a Santa Fe County Sheriff's Office search warrant affidavit.

Alec shot the Colt .45 revolver, which left Hutchins fatally injured and Souza hospitalized.

Neither Halls nor Baldwin knew that the gun had live ammunition in it, according to the affidavit.

The investigation remains ongoing, with production on the film halted. No charges have been filed, though authorities have said that "all options are on the table at this point" and "no one has been ruled out" as they search for answers as to what led to the fatal shooting.