When attending the festival last year, Baldwin picked up his wife Hilaria and carried her down the red carpet.
When attempting an encore this year, he picked her up but not all of her dress, leaving her partially revealed as photographers snapped away.
"I will never pick my wife up again at a film festival," he told Access Hollywood.
He said his wife "had a few choice words" after the incident.
Baldwin, who is promoting a new National Geographic Channel show, "Night of Exploration," also spoke about the couple's expected new arrival.
"If you could go back to when you were 25 or 30, and think how your life would turn out ... I never imagined I would be sitting at a table with my wife having a baby and I have a daughter that's almost 18 years old," he said. "It's bizarre."
Baldwin has one child, a daughter Ireland Baldwin, 17 -- with his ex-wife, actress Kim Basinger.