Beckham, on loan at Milan from Los Angeles Galaxy, started the Champions League first knockout round, first leg at the San Siro and was soon in the action when his free kick led to Ronaldinho grabbing a third-minute opener.
His influence began to wane, however, and he was taken off after 72 minutes with the score at 2-1 to United thanks to a Paul Scholes fluke and a Wayne Rooney header.
Rooney added a second goal with his head two minutes after the substitution before Clarence Seedorf, who had replaced Beckham, pulled a goal back for the unlucky hosts in the 85th.
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"I enjoyed it. The (United) fans were great to me. It's always great to play in front of a full house here," the England midfielder told Sky Sports News after hearing United fans sing "There's only one David Beckham" when he went off.
Beckham, 34, won the 1999 Champions League with United but left for Real Madrid in 2003 amid speculation his relationship with boss Alex Ferguson had broken down.
England's most capped outfield player started on the right of a three-man midfield, rather than his recent position on the right of a front three, and said before the game he would not celebrate a goal.
His response when Ronaldinho opened the scoring soon after the start was certainly muted.
Asked if it was difficult not to cheer the goal that resulted from his free kick, he said: "No, I let Ronnie celebrate his goal, but I obviously knew the game wasn't over after the first goal.
"I enjoyed the game personally because I was playing in more of a central position, but I'm disappointed with the result."
His chances of starting the second leg at Old Trafford on March 10 hang in the balance after replacement Seedorf was impressive late in the second half.
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