Brooklyn, 14, is understood to have been accompanied to the training session by his father and it is believed he could return to the club again in the future.
United have declined to comment that Brooklyn attended the club's state-of-the-art Aon training complex, citing child protection reasons.
Named after the New York borough in which he was conceived, Brooklyn has already trained with United's Premier League rivals Chelsea and their west London neighbours QPR.
He also played for the LA Galaxy youth team during his father's spell as a Galaxy player.
Beckham, who brought the curtain down on his illustrious 19-season playing career earlier this year, left United for Real Madrid in 2003 after winning six Premier League titles, two FA Cups and the Champions League.
The boyhood Manchester United fan, who earned 115 caps for England, has also played for AC Milan and Paris St Germain.
Earlier this week Beckham confirmed his desire to became an MLS franchise owner, with Miami the preferred destination for his new team.