"It was a really emotional day," the retired England captain revealed on Wednesday. "I knew it was going to be tough to get through for myself and for my family.
He knew that he was going to play until the 80th minute but admitted that at the 65th minute he had "a real struggle controlling my emotions".
"I broke down, it wasn't something that I wanted to do but I couldn't control it.
"It's tough talking about it now [...] but I got to spend it with my boys."
It wasn't just David who was overcome with emotion on the momentous day.
"There's a photo of Victoria and Romeo at that game and they're looking really emotional," he said. "It was an emotional day for everyone."
"But to be able to have lived for it with my children is great, I'm proud to have been able to have my boys with me every time I lifted the trophy."
Promoting his new book David Beckham, which documents his 20 year football career in photos, he spoke to a global Facebook audience about his professional and personal life in a touching interview.
Discussing his favourite images from the book, the father-of-four highlighted a snap of Victoria and Harper and one of him and his three sons Brooklyn, Romeo and Cruz celebrating the end of his football career at the French club in May.
He also spoke about his role as a father to his and Victoria's four children saying that it was always his dream to have them from a young age.
"It was my dream," the 38-year-old revealed. "It was my dream to have sons to live through my career with me.
"When I met Victoria we always knew that we wanted children and we knew that we wanted them fast."
He spoke about his childhood football team and coaches, one of whom was his father Ted Beckham, and fondly remembered dressing up in a suit to travel to matches as a nine-year-old.
"I'm like my middle son Romeo," he said. "He loves to wear a suit, he gets that from me."
He also opened up about domestic life and revealed his favourite way to unwind after a tough day.
"I read a book to my children," he said. "They love the Gruffalo although Brooklyn is a bit old for that now.
"Harper just love fairies, she's all about fairies and princesses so I'm reading fairy books at the moment."
Billions of Facebook users tuned in to hear the hour-long interview with David live from the Facebook Digital Stadium. He talked through his career highs and lows, juggling his personal and professional goals and about his new book.
The charming midfielder took the time to speak to fans at different Facebook offices around the world and digitally signed autographs for them through the social networking site.