The 63-year-old singer and activist told ITV News that he had conversations with Peaches after she started using drugs again.
“You blame yourself. You’re the father who is responsible and clearly failed,” he said.
“You go back, you go back, you go back, you go back, you go back, you go over, you go over. What could you have done? You do as much as you can.”
Peaches, 25, who worked as a TV presenter and model, was found at her Kent home in April after overdosing on heroin. She left behind her husband, Thomas Cohen and two children, Phaedra and Astala.
Bob said his daughter had “tried very hard” to stop using drugs and was very bright.
“Course I knew about it and we did more than talk about it, yeah. She was super bright. Too bright,” he said.
“A very errant mind that could focus intensely on a book which she would consume and just absorb it. But the rest was a franticness. She knew what life was supposed to be and God bless her she tried very hard to get there. And she didn’t make it.”
