The 61-year-old actor was left devastated when his first wife Cassandra Harris died from ovarian cancer in 1991 and his adopted daughter Charlotte succumbed to the same disease last year, and thinks his religious beliefs and upbringing have given him the strength he needed to carry on.
Asked how he gets through his dark days, he said: "I would say faith, being Irish, being Catholic, it's ingrained in my DNA."
The 'Long Way Down' actor - who is now married to Keely Shaye Smith - also admitted to being a keen artist.
He told the New York Daily News newspaper's Confidenti@l column: "I paint landscapes, figuratives. I painted all my life. In fact, I started as a commercial artist."
The former James Bond star criticized the lack of choice in movies, and think TV has grown into a much more exciting medium.
He said: "TV is such a provocative, stimulating ground right now. Movies are somewhat diminished by blockbusters, which are great, but there's not enough choice."
Pierce has previously spoken of how his faith has been "good" to him during tough times.
He said: "It always helps to have a bit of prayer in your back pocket. At the end of the day, you have to have something and for me that is God, Jesus, my Catholic upbringing, my faith... God has been good to me. My faith has been good to me in the moments of deepest suffering, doubt and fear. It is a constant, the language of prayer."