Richie Sambora Beams Over Daughter Ava's Success as She Gets Her Masters: 'I'm Really Proud' (Exclusive)

Richie Sambora is one proud dad.

The Bon Jovi guitarist — who recently lent his talents to Dolly Parton, recording the guitar part on her new single "Rock Star," which debuted earlier this month — is enjoying the close bond he has with daughter Ava, 26, whom he shares with his ex-wife, legendary TV actress Heather Locklear.

"Ava is killing it. She's basically practicing psychology," the rocker dad, 64, tells PEOPLE, sharing she recently got her master's degree and is "getting ready to go for a doctorate."

"She's doing a little prerequisite work at gathering that, but she came right out of school and.... I mean, I'm really proud of her. She's doing really, really well."

Sambora was so happy about Ava's latest achievement that he even surprised her with a retriever puppy, applauding her for her dedication, something she shares in common with her record-breaking rockstar dad.

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"She lived through many records with me. In this house, she's seen it all and been through it all, seen me work," he says.

He recalled a time when he was away touring with Bon Jovi in Australia, during which a younger Ava had a father-daughter dance at school.

"Once I got to a place, every time I could come home I really did. I had a reservoir of money that I would just be able to hop on a private plane and take the day to spend with my daughter, and then hop back on it and go to the gig. And I did that a lot," he shares.

"People thought I was crazy because I had three days off in Australia and she had a daddy/daughter dance when she was 8 and I said, 'Don't tell her, but I'm coming home.'"

"It's like a 12½ hour flight, plus the time difference, it was insane. But I figured it out and I surprised her. And those are the kind of things, in any relationship obviously, but it needed to be done when I was sometimes gone. It was very, very important to me."