Brooklyn, 18, was wearing a black-and-white striped shirt while David, 42, simply wore black.
“Very proud,” Brooklyn wrote alongside a video of his mom’s show.
Victoria also shared a sweet photo of her and her son writing, “Look who I bumped into back stage! Love u”
Brooklyn recently moved to N.Y.C. to go to college, where he will be studying photography .
The eldest Beckham child told PEOPLE he was a “little nervous” to move out on his own, but excited to embark on this new journey.
“I’m studying art and photography, like film and digital – a mix of both,” he said. “I’m really excited to start and I feel like it’ll be a really cool thing for me to focus on for a few years.”
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And his mom and dad couldn’t be prouder.
“Exciting times and hard work coming for this little man … Proud of you bust,” David captioned a selfie of the two of them on the big day.
While Victoria offered a more emotional message: “We are all so proud of you Brooklyn. Amazing A level results and off to college. We love you so much and will miss you. #yesiamcrying #emotional”