He had written a letter to them from prison the night before he was shot. It had said simply that he loved them, that he was not afraid, and that he was proud to have done what he could for his country and for the sake of all free people. (17.8)
If anyone ever had reason to be scared, it's Peter—after all, he knows death is headed his way. Instead, Peter emphasizes that "he [i]s not afraid." He stands by his own actions, giving him courage and allowing him to face any fear.