The young mother of two, who died from a heroin overdose in April 2014, was 25 at the time.
The Boomtown Rats singer estranged wife, Paula Yates, had died from a drug and alcohol overdose in 2000.
In an interview with Miriam O’Callaghan on RTÉ radio yesterday, he described how he told his children that their mother had died.
It was his youngest daughter’s 10th birthday, the children were living with him and he waited until Pixie had finished opening her presents.
There were similarities with his earlier experience of his father breaking the news of his mother’s untimely death to him.
“And I said exactly what my father had said to me. I said: ‘Your mum died last night.’ And that was it.” said Geldof.
“I loved her profoundly. I didn’t understand that love is not enough.”
But the death of Peaches had a different effect on him.
“Part of me kind of half- expected Peaches... To be honest with you, the way she was carrying on. There is nothing you can do about it.
“But she is the one who is with me every second of the day and she is the one who bangs into my my consciousness at any moment, especially at any down moment — I don’t mean a depressing moment, I mean where I am not doing something.”
He found it unbearable for her to be “forever 25” in his head, adding that parents were not supposed to see their children die.
Geldof said he found performing on stage “cathartic” and he was “desperate” to be on stage in the Olympia theatre next Sunday and blast the grief out of his head.
“I feel afterwards light, literally light, my head is clear; there is no ache; there is no gut sadness,” said Geldof who married his long time partner, Jeanne Marine in France in April this year.