Daniel Baldwin appeared Monday on "The Domenick Nati Show" ... and during the radio hit, he said his brother should NOT be taking the blame for the fatal incident on set.

The way Daniel sees it ... Alec is being scapegoated because he's the big star with outspoken political views, making for an easy target.

Daniel says ... "You know Alec's got the name though doesn't he, so let's go ahead and take Alec for his political views and the many, many wonderful things he's done for different charities and people and his wife and let's see if we can't sensationalize this and go after Alec."

DB adds ... "This is what he faces because he's opinionated and he's strong-headed and he has really staunch views on certain things and those people who don't like him will take advantage of him and persecute his wife. He's a target."

While Daniel doesn't go into Alec's political views, it's no secret Alec did not like Donald Trump, often imitating the former President on 'SNL,' and endorsing Barack Obama back in the day.

Remember ... one of the first to publicly pile on Alec was Donald Trump Jr., who posted t-shirts reading, "Guns don't kill people, Alec Baldwin kills people."

While it seems Don Jr.'s actions support Daniel's scapegoating theory, it's worth noting the District Attorney investigating the case in New Mexico, Mary Carmack-Altwies, is a Democrat.

Instead, Daniel says the armorer, Hannah Gutierrez-Reed, is responsible for the death of Halyna Hutchins ... along with assistant director Dave Halls.

In Daniel's eyes, Alec is exonerated by the fact folks on set told police Halls announced the gun he handed AB was "cold," meaning it did not have live ammunition.

As you know it was a fatal mistake ... the revolver in Alec's hands turned out to have live ammo.

Daniel says the buck stops with the armorer, but he's wondering why Halls said it was a "cold" gun if Halls didn't verify it ... and he thinks it's clear rules weren't being followed on set.

Daniel says Alec really liked Halyna and had spent some time with her family ... and we saw Alec with the family in the wake of the shooting.

No charges have been filed and no arrests have been made ... but Daniel believes when the dust settles AB won't be the one going to jail.