The Boomtown Rats singer has been left devastated after the 25-year-old socialite was found dead at her home after taking heroin, admits he hasn't slept properly in weeks but revealed his comeback gig at Volkfest in Plymouth, Devon, last month helped another "part of him come out" and he found being on stage "cathartic".
According to The Sun newspaper, Bob - who performed at the festival on May 25, his first gig since Peaches' death on April 7 - said: "It's that thing people say - some other part of you comes out. And I guess that's right. In that regard, it's very cathartic.
"There's a lot of things going on in my head at the moment and you can just purge them and the crowd allow you to do that."
He added: "I'll sleep well tonight which is the first time in weeks I've slept well."
Bob, 62, didn't mention his daughter's death during the gig but fans described the concert as "remarkable."
He said: "You walk on the stage and you want to be mega, and if the crowd is going crazy then it helps.
"Playing the songs again, that I wrote years ago, is exciting. I can remember writing some of them but not all of them. But they could have been written yesterday.
"You are never really aware that the sound you make is powerful after such a long gap. You get together and you said, 'F**k, I didn't know I was in a good band'. You hear it as a punter again."
Peaches, who worked as model, columnist and DJ, was found at her detached home in Wrotham, Kent, England, which she shared with her husband Thomas Cohen, 23, and their sons, 12-month-old Phaedra, and Astala, two.
An inquest found that heroin was "likely" to have played a role in his daughter's death - the same drug that killed Peaches' mother Paula Yates in 2000 - and a full inquest is due to take place in July.
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