Peaches suffered a heroin overdose while she was at home looking after the couple's youngest son, Phaedra, who was 12 months old.
The coroner found heroin in her system and drug paraphernalia was discovered in the house.
Despite all that he's been through, Cohen refuses to be identified by what happened to him.
He said in the interview: "I refused to lose myself and become a traumatised, grief-stricken single father who everyone's going to look at and think and feel all of these things about."
Peaches' death echoed the tragic passing of her mother, Paula Yates, who died of a heroin overdose while she was caring for daughter Tiger Lily, aged just four at the time.
Cohen and Peaches shared two sons together; Phaedra, now two, and Astala, three.
The song Country Home from Cohen's forthcoming album Bloom Forever, was written about the traumatising experience of discovering Peaches' body.
Lyrics which reference that fateful day include: "Longing I know / To find you alone / At the top of the stairs / In your wedding dress."
The singer also opens up about his relationship with the rest of the Geldof family, admitting they have been key to his recovery.
He now sees Peaches' siblings Pixie, 25, and Tiger Lily, 19, as "sisters".
Cohen added: "We're really close, which is really nice. I'm very happy about it."
He is currently dating model/actress Daisy Lowe.
His album Bloom Forever is out on May 6.
- news.com.au