The former Manchester United star was recognised for his services to sport and charity in the King's Birthday Honours List, back in June.
Beckham's wife Victoria, who designed the three-piece suit he wore for the occasion, joined the new knight at the castle, along with his parents, Ted and Sandra.
The former England captain bent on one knee as the King performed the duty with a ceremonial sword at the event in Berkshire.
He told reporters afterwards: "The monarchy has always been very important in our family – my grandparents, my parents, my kids, myself, the royal family have always played a huge role and I’ve always had huge respect for them.