Sources close to the Beckhams say that since the revelations, Mrs Beckham, 31, has had trouble sleeping and eating.
But the couple have been trying to gloss over their problems with a series of staged photographs.
The party in Madrid, which went on until 6.30am yesterday, was attended by Elizabeth Hurley, Elle Macpherson, Geri Halliwell and a number of Beckham's Real Madrid teammates.