WASHINGTON — Massachusetts is joining a coalition of states that will share data about people who are forbidden from purchasing or possessing a firearm within each state, Governor Charlie Baker said Saturday.

The information-sharing group — New York, New Jersey, Rhode Island, Connecticut, and now, Massachusetts — will supplement the federal National Instant Criminal Background Check System, with each state telling the others about people who are disqualified from having a firearm, because of severe mental illness, for example.

The states will also work together to track and intercept illegal guns.

“The opportunity to share data between and among adjoining states on this stuff is a really interesting idea. And the toolkits for sharing data have gotten much better than they were a few years ago,’’ said Baker, in Washington for a National Governors Association meeting.

The other states announced the coalition Thursday. Baker said he found out about it through news media reports and said Governor Dannel P. Malloy of Connecticut talked to him about it Saturday afternoon.

Massachusetts public safety officials are reviewing the memorandum of understanding that the governors of the four other states signed, Baker aides said.

Joshua Miller can be reached at joshua.miller@globe.com.