Malloy said he supports the Second Amendment, which includes the right "to keep and bear arms," the Hartford Courant reported.
"That right cannot come at the expense of public safety," Malloy said.
Malloy appointed the Sandy Hook Commission after 20 students and six staff members were killed Dec. 14 at Sandy Hook Elementary School in Newtown, Conn. Adam Lanza, 20, using guns that his mother owned legally, killed her before driving to the school, killed 26 and then took his own life after police arrived.
The governor told members of the commission that the March 15 date set for recommending changes in state laws is not a hard one and that studying issues carefully is more important.
Several members of the panel are prominent in psychology and psychiatry. Malloy said that in the United States violence has been "destigmatized," while being branded as mentally ill and seeking treatment has not.
Notable deaths of 2014 [PHOTOS]
State rests in Michael Dunn case