On Friday evening, the Cathedral displayed the Soyuz Capsule which Peake had travelled in.
He spoke about his journey back to Earth in 2016 and answered questions from local children.
According to The Times, he said: "Although I say I'm not religious it doesn't necessarily mean that I don't seriously consider that the universe could have been created from intelligent design.
"There are many things in science that lead us towards that conclusion.
"From a point of view of seeing how magnificent the Earth is from space and seeing the cosmos from different perspective, it helps you to relate to that."
Peake added that, as well as the scale of the universe being impressive, looking at the minute details also made him think: "When you look at the smaller scale, the micro level, and you understand quantum mechanics and quantum physics, there are many things that lead us... towards intelligent design of the universe."
380 people attended the event, including the Dean of Peterborough, Very Rev Chris Dalliston.
The Cathedral's director of music, Steven Grahl, played the theme to 2001: A Space Odyssey on the church organ.
The capsule will be in the cathedral until 5th November.
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