Bono prayed with Jesse Hughes "for three or four days" after the terrorist attack at Eagles of Death Metal's Paris show.
The U2 frontman was also in France with his band when shooting broke out during the rockers' gig at Le Bataclan and he was an invaluable source of support while the group were confined to their hotel afterwards.
Jesse said: "Without a word, Bono sent me a phone five hours after the shooting started, so I could call my mom.
"I called to say thanks and the next three or four days, he called me, to check on me and pray with me."
The group returned to the city last month for what Jesse admitted was the "most important" gig they had ever played.
He said: "This is probably the most important show I'll ever play. It's weird, because normally they're not important, they're just fun.
"But it turns out, fun is important. Those motherf***ers wanted to snuff out rock and roll and we're not letting that happen."
After the show, which took place at the Olympia theatre, Jesse slept for 18 hours and it took until then to realise how the tragedy had affected him.
He told Q magazine: "I went upstairs and slept 18 hours. The whole three months had been on my shoulders in a way I wasn't acknowledging and because of the show we played, dude, I was finally able to sleep it off. Now we're a rock band again."