Nope, except...
19.5.2.20 FIREARMS AND BOWS: Visitors shall not possess firearms, including concealed firearms, with a cartridge in any portion of the mechanism or discharge firearms, including concealed firearms, arrows and air or gas fired projectiles, weapons and other devices capable of causing injury to persons or animals or damage or destruction of property in the state parks system, except during designated hunting seasons or in authorized areas. No such activity is allowed within 300 yards of a developed park area or occupied campsite. 19.5.2.20 NMAC does not apply to on duty law enforcement officials.
[19.5.2.20 NMAC - Rp, 19.5.2.20 NMAC, 1/1/2008]