In this paper we consider the probability distribution function of a Gibbs measure supported on a self-conformal set given by an iterated function system (devil's staircase) applied to a compact subset of R. We use thermodynamic multifractal formalism to calculate the Hausdorff dimension of the sets S α 0 , S α ∞ and S α , the set of points at which this function has, respectively, Hölder derivative 0, ∞ or no derivative in the general sense. This extends recent work by Darst, Dekking, Falconer, Kesseböhmer and Stratmann, and Yao, Zhang and Li by considering arbitrary such Gibbs measures given by a potential function independent of the geometric potential.