The footballer, who is considering retiring from the sport, said he often experiences surreal moments when he bumps into Hollywood stars.
"Every time I drive through Beverly Hills I kind of pinch myself and think how lucky I am to be living in such a beautiful place," he told The Sun. "We've lived a pretty normal life. Living in California is something special and something we have enjoyed over these last few years.
"There have been moments we have sat back - as a family - and talked about how lucky we are. The other day, I was driving the kids and stopped at a junction. When I looked over Al Pacino was walking across the road with his small kid. That was surreal. Moments like that are amazing.
"There was one other time when I was at the LA Lakers. I was waiting for the toilet and someone was in there. The door opened and Jack Nicholson came out and he said, 'It's all yours, David'. One, I was amazed to see Jack and then, obviously, I was amazed he knew my name."
Beckham recently admitted that he worries whether his children's privileged lifestyle will make them spoilt.