Bob and Peaches in 2009. Pic: PA
The Boomtown Rats singer said: "I've got to be very careful because this is still very raw. I'm walking down the road and suddenly out of the blue there's an awareness of her and I buckle.
"I could be walking down the Kings Road and I have to duck off into a lane or something, and blub for a while and then get on with it.
"I'd imagine that will be there for a long time, I mean what else."
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Sir Bob made the special appearance on Lorraine to talk about his daughter, who was 25 when she died. And he spoke about the 'intolerable pain' he feels every day.
He said: "It's intolerable... it's very hard as everybody must realise, especially if it happened to them too, and what else do you do, you get on with it."
The father-of-four also spoke about his pride for his daughter and the impression she left behind.
He said: "The nice thing about that was that this young girl had made such an impact, especially on her generation. When the Rats got back together last year we went out on tour – I don't do sound checks because they bore me to death - I was walking around Leeds... and people would come up to me and say, 'You're Peaches Geldof's dad aren't you' and I'd say 'yes' but I liked it, I liked being Peaches Geldof's dad..."
He also spoke to Lorraine about the impact his daughter's death had on her two sons, Astala, two, and one-year-old Phaedra by Tom Cohen.
Sir Bob said: "My Mum died when I was six or seven, I have no memory of her but as you say, the world has moved on. I am shown photos, I really have no interest in that much because I have no memory of her.
"So I don't really remember her and I'm not sure that... they are so small, the little chaps, that... I'm not sure that they'll have this craving to remember their mum, and I think that is healthy.
"They are young enough, you know this terrible expression, to be able to build an emotion relationships away from the primary relationship with the mother.
"I know that sounds very cold and empirical but obviously I have had to think about the rest of the family and Tom, their dad, and Keith and Sue their grandparents who are amazing people and doing fantastically with the guys so, yeah, as I say, I don't want them becoming wrapped up in the Geldof life."
Talking about his engagement to long term partner Jeanne Marine, the 62-year-old said their engagement provided some light into the family.
He said: "I love her to bits, she's amazing and I certainly would not have got through the last 20 years without her.
"She never hassled me or anything like that but you know, I'll do this thing and hey, how lucky she is! Let's face it!
"And then Peaches died and things were very bleak and there was...I thought how do we move forward? I don't mean move on, as I say, time doesn't heal, it accommodates, it finds an available space in your brain and you can stick that part in there and it allows you to see things in context.
"And I didn't want to rush it or anything and I was going to do it anyway and I thought no, we need to let some air into the room, we need to let some light into that air.
"The wedding thing, if it happens it'll have to happen before we do this tour."
Peaches' body was found by her husband Tom when he returned to the family home in Kent on April 7.
Baby Phaedra was by her side.
At the opening of the inquest into Peaches's death in Gravesend, Detective Chief Inspector Paul Fotheringham, of the Kent and Essex Serious Crime Directorate, said that a post-mortem was inconclusive, which prompted further tests.
He told the hearing: "Recent use of heroin and the levels identified were likely to have played a role in her death."
The inquest was adjourned until July 23.
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