The former Boomtown Rats frontman told the Evening Standard that he was shocked by Pixie's vocals in her band Violet.
"I'm really surprised by how stunning her voice is, but we know where that comes from, right?" he said.
"And she is so composed on stage. I sneaked into her first gig, a try-out in a pub, and filmed it. She didn't know I was there."
He added: "Your first gig is terrifying, but if I showed you the film you wouldn't know it."
Of his daughters' high profile careers, he added: "Their parents were in the media. It was kind of the family game. They grew up, for good or ill, with paparazzi everywhere.
"They view it all with the correct jaundiced scepticism. My grandfather had a bakery and so inevitably my dad became a chef. It's the same deal.
"So Peaches writes for New York Magazine. Fifi works in another area of media. Pixie has been writing tunes since she was 14."
Watch Pixie Geldof's talk about her music and modelling career for ck one below: