The 37-year-old singer was unable to ascertain how the injury was caused by his ex-wife Katie Price and decided to get in legal help when she did not respond to his texts.
A representative of Peter`s said: "Princess arrived at Pete`s house with a burn on her body he hadn-t been made aware of. He has been trying to find out how she sustained the injury.
"When he was unable to get a response from Princess` mother he decided to deal with it legally. But needless to say, he`s very concerned."
According to the Sunday Mirror, the wound was caused in a sauna Katie had taken her three-year-old daughter too while she was on holiday in Klosters, Switzerland, following news of her break-up with husband Alex Reid.
A source said: "She was in a sauna with her mum and sister when Princess ran in and burnt her back on something.
"We`re not sure what it was but suspect it could have been a hot pipe. Katie was devastated to see her little girl in pain."
Peter noticed the burn after Princess and son Junior, five, were dropped off to stay at his house and he was preparing them for bed.
He was concerned the burn was not dressed and took her to the doctors the next day, and has since met with lawyers to get reassurances about the safety of the children when they are not in his care.
A source said: "Like any caring father, he just wants to know his children are happy at home. But when he hears that Princess is allowed to enter a sauna and burn herself it is not encouraging."
Katie`s spokesperson responded she was upset the issue had been made public.
The representative added: "Katie is deeply saddened that a minor accident that was explained has been turned into a public issue. Princess is fine."