AC Milan were dumped out of the UEFA Cup after throwing away a two-goal lead in their last-32 second-leg clash with Werder Bremen.
Having drawn the first leg 1-1 in Germany, there was some pressure on AC Milan going into the return match.
First-half goals from Andrea Pirlo and Alexandre Pato seemed to set Milan on a smooth path into the next round only for Claudio Pizarro's brace to put Bremen through on away goals.
After the match David was asked about his transfer situation. He said, "Of course (it is frustrating). There's a lot going on and a lot being said and every day someone is asking me questions about what's happening."
"It needn't be said every day, but so far I am trying to concentrate on the football. At the moment we'll have to see what happens. At the moment it is being discussed and negotiated."
Beckham said dropping out of the UEFA Cup didn't affect his desire to stay with Milan.
"It doesn't change me wanting to play at this club and hopefully it doesn't change other people's views of me wanting to stay at this club."