The England midfielder will rejoin Milan on loan next month having helped the Los Angeles Galaxy to Major League Soccer's MLS Cup final on Sunday night.
Beckham's hopes of winning a league title in a third different country following his successes with Manchester United and Real Madrid were ended by Real Salt Lake in a penalty shoot-out in front of 46,011 fans at Qwest Field.
"It was a challenge the last time I went there," Beckham said. "People said that I would only be playing one or two games and I ended up playing every one apart from one.
"It's a challenge to get into any team like that with players like that but I'm going there to work hard with the team and hopefully I can play some part.
"I want to be part of the team and enjoy it, just as I did last time."
Beckham must prove his fitness to Leonardo, with whom he has been in contact, having finished the season in the United States with an ankle injury.
He needed three pain-killing injections to play with a bruised right ankle bone on Sunday but said the problem just required rest.
It's just rest. It's the end of the season now and, after trying to get it ready (for the final), I just have to rest it as much as possible.
"I'll have rehabilitation and just give it rest because it's been like this for a few weeks.
"At the end of December I'll be going to Milan and starting training so hopefully it's going to be all right by then."