Speaking to The Sunday Project in Australia, the ex-footballer admitted that things become "a little more complicated" when two people have been married for such a long time.
David, who has kids Brooklyn 18, Romeo 16, Cruz, 13, and seven-year-old Harper, with Victoria, has also opened up about fatherhood, admitting he appreciates the "little things" in life.
"Sometimes it's the little things that make the biggest difference", he said, according to The Sun.
When asked whether stories in the tabloids bother him, David replied: "The thing we have to do is protect our children".
However, he did tease there is "only one" regret which has not yet been revealed.
Marriage to Victoria Beckham can be "complicated", her husband David has said in an interview about their enduring relationship.
The former Spice Girl told the publication she and David are used to "ignoring the nonsense" surrounding them.
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She added they're stronger together than as individuals: 'It's all about the family unit.
Victoria also spoke about their relationship in a recent interview with Vogue, explaining that the pair are used to ignoring rumours about their marriage.
"People have talked about do we stay together because it's a brand?"
Victoria and David Beckham first met 21 years ago at a charity football match.
"It's all about the family unit". We are much stronger the six of us, than we would be if we were individuals.
Talking about her marriage, the star, who tied the knot to David in 1999, said they're "stronger together".
David was absent from the front cover which saw Victoria pose with their four children plus the family dog.