The rocker was raised by his mother after his dad, Eric Fletcher Waters, died in service when his son was a baby.
Waters has now visited the battlefield in Cassino where his father was killed in 1944 and paid his respects at the Commonwealth War Graves cemetery.
Speaking after the trip, Waters told a local Italian Tv station, "I'm on a journey through Europe, my grandfather was killed in 1916 and my father was killed down the road in Anzio. This is the end of my journey.
"Some of my past is in my music and so is my future. I'm making a film that won't be aired in public."
Recalling how his father's death affected him, Waters added, "When men in uniform came to collect their children, that's when I realised I didn't have a father anymore.
"I was very angry. It took me years to come to terms with it. Because he was missing in action, presumed killed, until quite recently I expected him to come home. The sacrifice of his life has been a great gift and a great burden to me."