The Beatles legend John was murdered in December 1980 outside New York's Dakota Building, where he and Sean's mother Yoko Ono had an apartment He died two months after he had turned 40.
Sean, who was born on his father's 35th birthday, on October 9 1975, says he had difficulty assessing his feelings of guilt when he approached and passed the milestone last year (15).
"It was really difficult turning 40," he tells Britain's MOJO magazine. "I felt kind of guilty or something. But there's also something freeing in being older than he ever was because I feel like I'm in new territory."
The musician feels he is not as mature as his father when he died however, saying, "It's hard to believe actually because my idea of myself as an adult doesn't really correspond to how I viewed him when I was a kid. He seemed so grown-up to me, and I don't feel grown up at all."
He thinks his dad seemed older at a younger age because people of John's generation matured faster due to the harsher style of parenting when they were children in the 1940s and 50s.
"Post-Second World War, parenting and life was serious and I think people grew up faster. There's a sort of maturity that I notice in people of his generation that I think is lacking in my generation. I think we're slower to grow up."
After the death of his father, Sean found a parental figure in British rock legend David Bowie, who died aged 69 in January this year (16).
"When I was young, David seemed like such a parental figure. He would tell me to put on my seat belt, check that I wasn't running into the street or whatever. He was very responsible and only later did I realise he had this persona as a wild eccentric."
Bowie fans across the world were shocked when the news that he had died broke, as he managed to keep his battle with cancer a secret from those outside his inner circle.
Sean though was informed that the star was battling serious health problems, as he explains, "I knew that he was struggling with health issues so part of my brain had been trying to prepare."