The singer spoke to morning television host Lorraine Kelly on UTV, in his first TV interview since the death of his daughter.
He said: "Well, there's not many options... it's intolerable... it's very hard as everybody must realise, especially if it happened to them too, and then what else do you do, you get on with it."
The Boomtown Rats frontman explained he used "getting on a stage and go(ing) mad" as a way of helping him deal with the grief.
"I've always done that and being on stage is entirely cathartic, it just clears your head," he said.
Peaches, a mother-of-two, was found at her home following a possible a drug-related death in April.
Sir Bob also spoke about his grandsons Astala and Phaedra and how they will one day have to deal with her death.
He said their young age could make the process easier for them.
"I'm not sure that they will have this craving to remember their mum, and I think that's healthy," he said.
"They are young enough, and it's a terrible expression, to be able to build emotional relationships away from the primary relationship with their mother.
"I know that sounds very cold, but obviously I've had to think about it and so have the rest of the family.
"I don't want them becoming wrapped up in the Geldof life, it's great in some respects, it's appalling in other times. But I can dance away free on tour and on stage. I've got this great 'get out'."