They're part of one of the most famous families in the world, and their parents are incredibly wealthy.
But David, 40, has confessed his and 41-year-old Victoria's fame is hard for the children – especially when it comes to making career decisions.
Speaking to ABC news, the retired footballer said: "I'd love them to play soccer, but I want them to be happy doing it, you know.
"One of my boys turned around to me the other day, he said, 'Daddy, you know, I'm sure I want to play football all the time…' It broke my heart a little bit."
But for David – who shares Brooklyn, 16, Romeo, 13, Cruz 10, and four-year-old Harper with fashion designer Victoria – it was the reason behind the admission that cut him up the most.
David continued: "He said, 'Every time I step onto the field, I know people are saying, you know, 'This is David Beckham's son', and if I'm not as good as you, then it's not good enough.'
"I said, 'Okay, stop right there… You play because you want to play."
David also discussed the challenge of treating his four children 'normally' in their world.
When asked about keeping the kids safe on social media, he said: "It's hard because our 16-year-old son, Brooklyn, he's got like four million Instagram followers. We control everything he posts, everything that he does, and it's the same with our other kids."