"What would I like to do if I wasn't a footballer? I love drawing cartoons and building Lego with my sons... When I was in Milan, I had a lot of time on my hands and found online that there's a Taj Mahal Lego set you can buy, so I bought it," he told The Sunday Times.
However, Beckham never finished building the 5,900-piece Lego marble mausoleum.
The small plastic version of the marble mausoleum is now out of production, while second-hand kits can command almost 3,000 pounds from collectors.
The former England football captain feels creating the little structures with the plastic bricks helps with his nerves.
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"The last big thing I made was Tower Bridge. It was amazing. I think Lego sometimes helps to calm me down," he said.
The 38-year-old who moved with his wife Victoria and four children into a 40-million pound house in Kensington in west London last year, compares Lego-building with a passion for cooking, which he described as "therapeutic".
Beckham retired from football last year.