The manager of a cattle station in the Douglas Daly region south-west of Darwin says he feels devastated and horrified to have shot a pygmy hippopotamus on Saturday night.

The man, who prefers to go by his first name only - Nico, says he shot the hippopotamus while conducting routine feral animal control on the cattle station.

Pygmy hippos are an African rainforest species, classified as being vulnerable, which is just one step away from an endangered classification.

Nico says he would never have deliberately shot the hippo, which is thought to have escaped from millionaire property developer Warren Anderson's former zoo on Tipperary Station.

"[I was] driving across the paddock and saw it from the distance in the spotlight and thought it was a pig," he said.

"You don't expect to see a hippo out here in the paddock and so we hunted after it and let a shot off out of the rifle and it dropped. [I] had a look at it and thought what the hell is that?

"We knew it wasn't a pig, which is what we thought it was, that is what it looked like. It ran like one, it moved like one, it looked like a pig."

Nico says he feels sick in the stomach after accidentally slaughtering the rare species.

"It is just a smaller version of a hippo that has got a head like a hippo and it just looks like a pig," he said.

"I am a bit disgusted, sick to my stomach. It is on the way to get taxidermied, to get it all put together so people can see it.

"It is not really a trophy or something you would brag about. It makes you feel sick."