Beckham will stay at Milan on loan until the end of the season to get the top-level action needed to have a chance of making England's World Cup squad after finishing the Major League Soccer campaign with the Los Angeles Galaxy.
The former England captain also had a successful loan spell at the seven-times European champions last term.
"David Beckham tackled the whole training session in the group with his team mates, including the ball-possession exercises and the practice match," Milan said on their website.
"He has so much desire, he worked intensely," fitness trainer Daniele Tognaccini was quoted as saying by the ANSA news agency.
"It'll take a few days to do a complete assessment, but he looked as fit as a year ago to me."
His arrival attracted a number of fans to the gates of Milan's training ground, despite the low temperatures, to cap off a good day all round for the former Manchester United and Real Madrid midfielder.
"Certainly (I'll call up Beckham) if he is playing and physically fit," Capello told La Gazzetta dello Sport.
"I don't look at age, I look at qualities and Beckham has lots. He's serious, he's a great professional and the World Cup is incredibly important to him."
