'I am proud to call you my wife,' David wrote on Instagram after Candice's interrogation on the military-style show.
During Monday's episode, the former Ironwoman addressed her 2007 toilet tryst with NRL star Sonny Bill Williams.
'In my early twenties I made a very big mistake. It is something I am not proud of but something I can never take back,' she said.
She also denied her husband was involved in the 2018 ball-tampering scandal, for which he received a 12-month ban.
'He's never said he's part of it,' she said when questioned about the cheating plot.
David Warner has publicly thrown his support behind his wife, Candice, after she was ruthlessly interrogated on Monday's episode of SAS Australia.
The former Ironwoman, 35, had revealed during her grilling with the DS, or directing staff, that she felt unfairly judged by the public because of an incident in her past - namely her 2007 'toilet tryst' with rugby league star Sonny Bill Williams.
She also sensationally denied her husband was involved in the 2018 ball-tampering scandal - despite the fact he received a 12-month ban and was subsequently identified by Cricket Australia as the 'mastermind' of the plot.
'I am proud to call you my wife @Candywarner1,' David wrote on Instagram Stories, alongside a screenshot of Candice being interrogated by ex-Special Forces soldiers Ant Middleton and Jason 'Foxy' Fox on the show.
The 33-year-old sportsman didn't watch the program with his wife in Sydney because he is playing for Sunrisers Hyderabad in the Indian Premier League, which is taking place this year in the United Arab Emirates.
During Monday night's emotionally charged episode of SAS Australia, Candice became visibly angry as she recounted how South African fans had worn masks featuring Sonny Bill Williams' face in an attempt to humiliate her and distract her husband during a series of Test matches between Australia and South Africa in 2018.
The masks were a cruel reference to an incident that took place 13 years ago in which Candice and Sonny were photographed being intimate in a hotel toilet.
Candice told the show's interrogators: 'There were incidents in South Africa where people were trying to make fun of me, mock me, belittle me in front of my family because of an incident that happened in the past. And that they think that's funny.'
When asked to elaborate on the fling with Sonny, Candice snapped: 'It was just a bad mistake. I don't want to talk about it.'
She was slightly more open during an on-camera interview prior to the interrogation, saying of the toilet tryst: 'In my early twenties I made a very big mistake. It is something I am not proud of but something I can never take back.
'I put myself in a situation where I shouldn't have and because of that I brought embarrassment, shame to my family.'
In the interrogation, Candice at times shook with rage as she complained that she felt her family were unfairly judged.
'Too many people are very quick to make judgement on myself and my family. I haven't done anything,' she said.
'They are ill informed from some media that don't know the entire truth about us. They call us bad people, bad parents. The hardest thing for me was being told I was a really bad mother.'
The retired Ironwoman admitted she is often angry and defensive, and feels she must put on an aggressive 'front' due to the perceived ill treatment.
'I am always on the defensive. People question my integrity. They used to think I was a bit of a joke. I've come on here to show people what myself and my family are made of,' she said.
'And I think I have been through a fair but. And I am still here and I am still fighting. I still have my husband's back and for me family is all that matters.'
She was also questioned about the 2018 ball-tampering scandal in which her husband David was implicated - and Candice denied he'd done anything wrong.
'When we came home from south Africa in 2018 when there was an incident with the Australian cricket team, there was a ball tampering incident,' she began.
The interrogator asked: 'He tampered the ball? Or supposedly tampered the ball?'
Candice snapped: 'No. That's other people's opinion. He's never said he's part [of it].'
The former athlete was brought to the verge of tears as she admitted that while she has a supportive husband in David, she does much of the emotional labour in her family.
'I do [have a supportive husband]. But I feel like I'm the one who supports. I support everyone. It gives me great pleasure doing everything for my husband and my kids,' she said, fighting back tears.
The now-infamous meeting between Candice and New Zealand All Blacks star Sonny Bill occurred 13 years ago - years before she met her now-husband, David.
The pair were photographed in a compromising position inside a toilet at the Clovelly Hotel in Sydney's eastern suburbs.
After the encounter, Candice told the ABC in 2008: 'I wasn't in a state where I didn't know what happened, but you don't think of how your actions, when you're drunk, can have an affect on your life.'
In the lead-up to the Cricket Australia ball-tampering scandal in 2018, Candice was taunted by South African fans for her brief sexual encounter.
South African player Quinton de Kock was fined for allegedly provoking David with a sledge regarding Sonny and his wife, while South African fans wore masks featuring Williams' face.
Cricket South Africa was forced to apologise after two officials posed for a photograph with fans wearing the masks.
Candice has previously claimed that the pressure her husband, David, felt to silence her critics inspired him to mastermind the ball-tampering plot.
David was banned for one year by Cricket Australia after he conspired to cheat in the Third Test against South Africa in March 2018.
The star batsman devised the plan to get rookie opener Cameron Bancroft to secretly rough up the ball with sandpaper.
Bancroft was caught on camera, and the pair along with Australian captain Steve Smith were banned from first-class cricket for up to a year.
Candice told The Australian Women's Weekly that she had miscarried just a week after David apologised for his role in the conspiracy.
'I was bleeding. We knew I was miscarrying. We held one another and cried,' she said.
'The miscarriage was a tragic consequence, a heartbreaking end to a horror tour.'
During the same interview, the mother of three also reflected on the toilet tryst scandal that made her a tabloid fixture for years, and extended an apology to Sonny Bill and his family.
'I finally received a weak apology from Cricket South Africa [for the fan taunts]. I realised they're the ones to feel ashamed, not me,' she told the magazine.
'I'd like to extend that apology to Sonny Bill. He's a husband and father, so imagine how his wife would feel and his kids.'
Sonny Bill married Alana Raffie in 2013 and they share four children, daughters Imaan and Aisha and sons Zaid and Essa.
Candice and David married in 2015 and have three daughters, Ivy Mae, five, Indi Rae, four, and Isla Rose, one.