Fabio Capello's side have found it hard to shine at the rebuilt national stadium since it was opened in 2007, and produced another limp display in Wednesday's 2-2 friendly draw with Czech Republic.
With defeats by Germany and Croatia last season as well, Beckham fears England's confidence is draining away when they play in front of their own fans.
"We haven't made Wembley our home yet, that's the biggest thing," said the Los Angeles Galaxy midfielder. "It feels like when we're going out there it's tough.
"Every game is tough these days, but we need to make it daunting for players and teams coming to Wembley. We will get there, we will build on that, but it's about getting the confidence up, which will happen in the qualifiers."
Beckham is convinced Fabio Capello will eventually get the team playing to their potential, despite the Italian's underwhelming first five matches. "The manager thrives on challenges, he wants the best out of the team, and he'll get that," he insisted.
"People expect change straight away and it just doesn't happen like that. It is step by step, it's about bonding together as a team, as a unit, and that takes time."