Despite the fact it's been almost 40 years since the band split, the 67-year-old music legend loves playing the Fab Four's songs live because it takes him on a trip down memory lane.
Paul - who played in The Beatles with Ringo Starr and the late John Lennon and George Harrison - said: "I still think I am in The Beatles - it is something you don't want to lose. If I am doing songs from The Beatles, I remember the session when we recorded it. If I am doing 'Something' obviously I am thinking of George, and the memories of playing the ukulele. In a way you are revisiting them."
Paul also thinks of late wife Linda, who lost her battle with breast cancer in 1998, when he plays songs by Wings - the band he and Linda formed after the Beatles split in 1970.
Paul, who launched his 'Good Evening New York City' DVD in London yesterday (26.11.09) - said: "Similarly with John and Linda, you kind of are in contact with them again. It's sad, it's emotional.
"There's a song I do called 'Here Today' which is specifically written for John, and that sometimes catches me out. I realise I am telling this man that I love him and it's like, 'Oh my God, I am publicly declaring this in front of all these people I don't know.' "