The soccer star says both he and his wife Victoria find it tough being under constant scrutiny, but adds their three sons - Brooklyn, nine, Romeo, six and three-year-old Cruz - helps put things in perspective.
He said: "We have quite a lot of pressure, honestly, as a couple. But we've had that since we first started going out, so we've got used to it over the years. We have a way of working through it by looking out for each other.
"Having children around takes all the pressure away. Either of us could have had the worst day at work, but it doesn't matter because then you come home and see your sons smiling."
David added being a father is "amazing" and has changed his priorities entirely, but he is determined to give his children normal lives.
He added to Britain's OK! magazine: "You just have to try to be as normal as possible - not just for us but for our children. It's hard, but they're the important ones."