The 37-year-old singer was emotional during the group's 'Progress Live' show at London's Wembley Stadium on Monday (04.07.11) as he nearly broke down in tears - and he dedicated his solo song 'Angels' to his trio of late pals.
He said: "Monday is the s*******t night of the week - it's another week, it's work again, it's Monday, again, and 'Jeremy Kyle' is probably going to be s**t again.
"The last few weeks have been tough for me. Three people have passed away in the last few weeks. It's been weird. If you need to say a prayer, sing this with me."
A source added: "Rob lost a work colleague last month, and two other pals. It's been tough. Performing 'Angels' has been incredibly moving for him."
The band's set was also experiencing problems on Monday as their 60ft metallic robot broke down halfway through their show due to technical issues, meaning the group were forced to abandon their usual act of climbing into its arms.
Robbie revealed further bad news recently when he announced one of the eight dogs he owns with wife Ayda Field was bitten by a rattlesnake.
Writing on his website following a fan's questions about whether he prefers German Shepherd or Jack Russell pooches, he stated: "I've got both so can't pick ... seems wrong ... our Jack Russell got bit by a rattlesnake last week ... all good though she's fine ... tuff ting she is. (sic)"