Katherine Lynn Hoover was struck in the head by a bullet from a .22 caliber revolver. She died at the hospital and her baby boy could not be saved.
It is believed that William DeHayes was showing Hoover, 25, the revolver when it accidentally went off.
"We feel terrible about the whole thing," Don DeHayes, William's father, told 10 News. "For the other family, for my son and his family, we just feel bad. We can't change it."
Authorities are still investigating the incident.
"At this point, preliminary indications appear that the shooting is accidental," the Hernando County Sheriff's office said in a statement, Metro reported.
It is still possible that charges could be filed.
2014: NFL Cheerleaders [PHOTOS]
JetBlue plane makes emergency landing