Action hero Dolph Lundgren knows a thing or two about filming violent movie scenes.

The "Rocky IV" actor, 64, is as fearless as they come, but even he was stunned to learn about the fatal shooting that occurred on the set of Alec Baldwin's "Rust" last month, killing cinematographer Halyna Hutchins and injuring director Joel Souza.

"It's a serious business having real firearms on a film set. Usually an armorer, they're very serious people and they're very committed and the guns are checked," Lundgren said.

Lundgren pointed out that "it's been 35 years" since he attempted to wrap his mind around a similar tragedy. His former co-star, Brandon Lee, the son of martial arts legend Bruce Lee, was killed by a prop gun while filming "The Crow" in 1993.

"Any other time I remember it happened was with Brandon Lee," Lundgren, a former karate champion, recalled.

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Dolph Lundgren stars in the upcoming film ‘Castle Falls.’ (Oscar Gonzalez/NurPhoto)

"It's crazy," Lundgren continued of the "Rust" tragedy. "I don't know how that happened. There should never be any live ammo around a movie set."

Lundgren is no stranger to making a gruesome fight or shootout scene appear real. In fact, he once punched his "Rocky IV" co-star Sylvester Stallone so hard it landed him in the hospital for days, close to death. Still, if his successful career as taught him anything thus far, it's that there are several protocols taken to ensure gun safety is a top priority.

"I used to do a couple dry fires into the ground before I use it. There is a protocol that is pretty strict and I'm sure safety on sets is going to be even more [strict] now," the action icon added.

The Swedish actor is gearing up for the upcoming release of "Castle Falls," which he stars in and directed. While scenes from the action-packed film are sure to make viewers' hearts race, Lundgren said he opted to use special effects for scenes involving guns.

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Sylvester Stallone punches Dolph Lundgren in a scene from the film 'Rocky IV', 1985.  (United Artists)

"You can do CGI flashes and you can also animate the shells coming out of the weapon. All the multi flashes and all the shells kicked out of the guns, that's done on a computer," he said. "But some movies, I think the one [Alec] Baldwin was in was a period piece so they used revolvers or something like that. That's probably why they opted for using blanks."

Baldwin was handed a Colt revolver by assistant director Dave Halls while rehearsing a scene for the indie-western. He fired the gun, which was somehow loaded with a live round that discharged, killing Hutchins.

A day after the shooting, Baldwin publicly vowed to aid in any way he can in the Santa Fe Police Department investigation into the matter that left a grieving husband and father along with a 9-year-old son in bereavement. He also had an emotional meeting with Hutchins' family in the hours after the shooting.

Alec tweeted, "There are no words to convey my shock and sadness regarding the tragic accident that took the life of Halyna Hutchins, a wife, mother and deeply admired colleague of ours."

"I'm fully cooperating with the police investigation to address how this tragedy occurred and I am in touch with her husband, offering my support to him and his family. My heart is broken for her husband, their son, and all who knew and loved Halyna," the actor concluded. 

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Swede actor Dolph Lundgren attends to premiere of Creed 2 in Madrid in 2019. (BorjaB.Hojas/COOLMedia/NurPhoto)

The Santa Fe County Sheriff's Department is still investigating the incident and said it was "too early" to comment on potential charges during a press conference on Oct. 27. However, Sheriff Adan Mendoza has since referred to the department's efforts as a "criminal investigation."

"I’d be careful using the word ‘accident,'" Mendoza said during an appearance Thursday on "Fox & Friends."

He added, "This is obviously a tragedy, and it was avoidable, so right now it’s a criminal investigation." As of today, no arrests have been made and no charges have been filed.

This aerial photo shows the Bonanza Creek Ranch in Santa Fe, N.M., where Alec Baldwin fired a gun during filming that killed cinematographer Halyna Hutchins. (AP Photo/Jae C. Hong  |  Photo by Fred Hayes/Getty Images for SAGindie)

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Meanwhile, Baldwin is one of several crew members who has come under scrutiny for the fatal shooting. Several are wondering how live rounds ended up on set in the first place, and recent lawsuits have argued the scene Baldwin was filming did not even require the actor to use the gun.

Mamie Mitchell, the script supervisor on "Rust," is among plaintiffs who have lawyered up and filed suits against Baldwin and other producers. Represented by high-powered attorney Gloria Allred, Mitchell is claiming assault, intentional infliction of emotional distress, and deliberate infliction of harm. Her lawsuit also names Halls, armorer Hannah Gutierrez Reed, and prop master Sarah Zachry.

In a recent lawsuit, Alec Baldwin is accused of playing "Russian roulette" on "Rust" set by the movie's script supervisor, Mamie Mitchell. (Jim Spellman/Getty Images)

The script supervisor joins the set’s gaffer Serge Svetnoy in taking civil legal action. In his lawsuit, Svetnoy says Baldwin "owed a duty" to the plaintiff and other crew members to treat the Colt Revolver he was handed as a loaded weapon. The suit reportedly claims that Baldwin merely needed to aim the weapon toward the camera and not point it at anyone.

Svetnoy also claims in the suit that he was struck by "discharge materials" from the gunshot, with a projectile "narrowly" missing him before it hit Hutchins. He said he "suffered injury, including severe emotional distress, as a direct and proximate result of the incident."