In an interview with ITV's Lorraine, he said he will sometimes "buckle" when he thinks of his loss out of the blue.
Peaches, 25, was found dead at her home in Kent three months ago as a result of a suspected heroin overdose.
Geldof told presenter Lorraine Kelly that it was "still very raw" as he explained: "I'm walking down the road and suddenly out of the blue there's an awareness of her and you know, I buckle.
"And I've got to be very careful because walking down the Kings Road there are paps (paparazzi) everywhere so I have to duck off into a lane or something, and blub for a while and then get on with it,"
Discussing his loss, he said: "It's intolerable - it's very hard as everybody must realise, especially if it happened to them too."
Geldof said that being on stage was "entirely cathartic". "It just clears your head I just get on a stage and go mad," he said. "If I dwell on the words sometimes I find it hard to struggle through the song because they take on whole meanings that I never meant when I wrote them."
The Boomtown Rats frontman, who has just announced a national tour with his reconvened band, said his family's life had been "part of the national soap opera".
Other past dramas in his life had included his former wife Paula Yates leaving him in 1995 after an affair with the Australian singer Michael Hutchence.
Hutchence died in a hotel room in Sydney, which was ruled to be suicide, and Yates later died of a heroin overdose of her own in 2000 with Geldof going on to take custody and then adopt the couple's daughter Tiger Lily.