Ms Baldwin, 36, posted a video that was more than seven minutes long to her Instagram account, to clarify her cultural background.
And in it she said she was named Hillary and born in Boston, but that she had also spent a period of her upbringing with her family in Spain.
“I’ve seen chatter online questioning my identity and culture. This is something I take very seriously, and for those who are asking – I’ll reiterate my story, as I’ve done many times before,” said Ms Baldwin.
“I was born in Boston and grew up spending time with my family between Massachusetts and Spain. My parents and sibling live in Spain and I chose to live here, in the USA.
“We celebrate both cultures in our home. Alec and I are raising our children bilingual, just as I was raised.
“This is very important to me. I understand that my story is a little different, but it is mine, and I’m very proud of it.”
Claims of Ms Baldwin misrepresenting her background emerged on social media last week.
“You have to admire Hilaria Baldwin’s commitment to her decade-long grift where she impersonates a Spanish person,” tweeted @lenibriscoe.
And also posted were media clips where it was claimed Ms Baldwin switched between a Spanish and American accent, and one where she does not know how to say cucumber in English.
Ms Baldwin said had often tried to clarify any misunderstandings about her background, but those too had been misunderstood by journalists.
“I’ve tried in the past to be clear, but people don’t always report and say what you say,” she said.
“In this country I would use the name Hillary.
“In Spain, I would use the name Hilaria. I identify more as Hilaria because that’s what my family calls me.”
Ms Baldwin added that she had “consolidated” her two identities and that she had grown up speaking both languages.
“Yes, I am a white girl ... Europe has a lot of white people in there,” she said.
“My family is white. Ethnically, I am a mix of many many many things.
“Culturally, I grew up with two cultures. So it’s really as simple as that.
“I’m a different kind of Bostonian, but that’s who I am, and you kind of can’t change your background.
“Nor would I want to. I’m really, really proud of who I am, and all my different experiences.”
Ms Baldwin and her husband gave all five of their children Spanish names.