The singer and father-of-four opened up about the loss of his sibling during an appearance at an event with Marie Curie, admitting that this time of year is especially hard for his family.
'If I could turn back time my wish would be to spend another Christmas with him,' Peter said. 'We were never able to spend Christmas together as we were never in the same country at the same time. The only year we did was the year Andrew sadly died.
'He's always in my thoughts but especially at this time of year.'
Andrew has been battling kidney cancer when he sadly died at the age of just 54, with Peter and the rest of his family by his side.
At the time of the heartbreaking loss, a spokesperson for the performer stated: 'Peter is devastated. He was very, very close to his brother.'
'This is the very first family member Peter has experienced losing. He just needs time to grieve.'
Peter pictured with wife Emily MacDonagh
During his recent visit to Marie Curie's latest attraction, which is a memory powered Christmas tree, Peter also gave a surprise one-off performance for Marie Barker, a nurse who works with the charity, and is a big fan of the star.
'I was visiting the tree today to show my support to all the people who are affected by terminal illnesses this Christmas and never imagined I would be meeting Peter - it's made my year,' Marie exclaimed.
'As far as Christmas memories go, this one will take some beating. It was really touching to see him share a memory of Andrew. They clearly had such a strong bond.'
'Christmas can be really tough for those dealing with grief but remembering the happy times you spent together, and focusing on the special memories really helps.'