The former midfielder left Old Trafford in 2003 for the Santiago Bernabeu, spending five years with the Spanish giants before heading to MLS with LA Galaxy.
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When asked what his teenage self would make of his career so far, the 38-year-old told 'The Christian O’Connell Breakfast Show' on Absolute Radio: "I probably wouldn’t believe it, you know, everything that I’ve achieved in my career and done in my career, the places where I’ve played.
"I’d probably be a little bit disappointed in myself because I always want to better myself in everything that I do.
"But, as a 17-year-old boy, all I ever wanted to do was stay at Manchester United my whole career, you know, that’s nothing against the fact that I’ve been able to play for some of the other biggest clubs in the world.
"But, not disappointment, but surprise probably, because I always felt that I would stay at Manchester United and finish my career there, so I’d be surprised at myself not disappointed."
Beckham also reveals that receiving praise from Eric Cantona, for his sensational goal from the halfway line at Selhurst Park in 1996, meant more to him that the strike itself.
"My favourite goal has to be the one against Wimbledon, you know, everybody talks about it, and everybody talks about the history of it," he added.
"But, to score something like that, I say it in the movie and I say it in my book - I’ll give my book a plug - but I say how important it was for me personally in my career, but I was more happy about the fact that Eric Cantona came up to me afterwards and said, good goal, that was better than scoring the goal for me.
"He was a quiet man, you know, Eric, but he was a man of few words, and when he actually talked to you it was always something special that he said or some information that you really needed.
"But, to hear something like that from Eric, he was everyone’s hero, he might have been in the same team as us, and we saw him day in and day out, but for us young lads he was a hero."