The former Tory leader seemed to be given special treatment as he popped into the Oxford Street branch of JD Sports in London to pick up a budget multi-pack.
Flanked by two bodyguards, he can be seen taking the white socks to the cash desk to pay, before realising he has the wrong size.
He then returns to the accessories rack to swap the socks before heading back to the cashier – allegedly pushing past at least 10 other shoppers who are waiting in line.
After purchasing the socks, smartly-dressed Mr Cameron slips them into his briefcase-style bag and scurries from the store.
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He can be heard saying, "I think we will have to skip this" as he realises he is being filmed.
The shopper who caught him on camera, and asked not to be named, said: "You might expect to see David Cameron in Selfridges, but not JD Sports.
"He looked completely out of place in his suit with two security men, everyone around him was smartly dressed.
"I don't know why he was so desperate for socks at that moment but they must have been important.
"I don't know why he deserves such special treatment now he's no longer Prime Minister, he just jumps to the front of the queue.
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Mr Cameron allegedly skipped at least 10 shoppers to return to the cashier
"Surely he could have queued up like the rest of us."
Mr Cameron – who is understood to have size 11 feet – made the visit to JD Sports around noon on Saturday.
After resigning as Prime Minster of Great Britain last year, he is now heading up dementia charity Alzheimer's Research UK and writing a book about his time at Downing Street.
But he could still have been mistaken for a world leader as he arrived on Britain's busiest shopping street wearing a suit and tie and protected by his own security team.
The shopper said: "I was just having a look for some clothes when one of the shop assistants came over and asked me if I needed any help.
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"We were having a chat when I looked over and spotted David Cameron.
"I was a bit taken aback a bit at first because I never imagined I would see him in JD Sports.
"I got my phone out to film him because I thought I've got to show everyone this."
She added: "He walked towards the till and they ushered him to the side where there was a cashier free.
"They were talking about the socks and it was clear there was something wrong with them.
Mr Cameron slips the socks into his briefcase-style bag and scurries from the store
"He had to go back to the rack to pick up another size, I think, and that's when he went back and paid.
"He didn't seem in a very good mood, he wasn't up for chatting to people. It was like he just wanted to get in and out of the shop as quickly as possible.
"His bodyguards wanted to stop me filming him but I didn't see what the big problem was.
"It was surreal. The shop was full of mums and kids and there was David Cameron in the middle of us. It's quite funny, really."
Mr Cameron was Prime Minister of Great Britain from May 2010 until July 2016.
Last year he also stood down as an MP for Witney, Oxfordshire, and is now believed to live in North Kensington with his wife Samantha and children Nancy, Elwen and Florence.