The usual proof I see of this statement is this:
Starting from $Ax=λx$, we have
$ABx=BAx=Bλx=λBx$
Thus $x$ and $Bx$ are both eigenvectors of $A$, sharing the same $λ$ (or else $Bx=0$). If we assume for convenience that the eigenvalues of $A$ are distinct – the eigenspaces are one dimensional – then $Bx$ must be a multiple of $x$. In other words x is an eigenvector of $B$ as well as $A$.
But I don't follow this, because the eigenvalue for $Bx$ is still $\lambda$ above. If we have that $Bx = \frac{\lambda_2}{\lambda} x$, that just means that $ABx = \lambda_2x$, which isn't even the eigenvalue equation. So is the above statement even true?