This page contains spoilers for the whole drama.
Zhao Yunlan inherited his gun from his father. It has the ability to injure only Dixingren and not humans.
When he was young, he witnessed his father, Zhao Xinci, using the gun to kill a Dixingren who was holding his mother, Shen Xi, hostage. His mother died in this incident and Zhao Yunlan hesitates to fire the gun himself after he inherits it.