If we have the following eigenvalues and eigenvectors $$A \psi = a\psi$$ and $$B\psi = b\psi$$ we can easily show that they have same eigenvector if they commute.
$$AB\psi=Ab\psi=bA\psi=ba\psi$$ $$BA\psi=Ba\psi=aB\psi=ab\psi$$ So they commute! They satisfy the proposal. $$[A,B]=0$$
But what if our eigenvectors are different instead of being same with corresponding eigenvalues. Can we show it again so that they have same eigenvector?
$$A\alpha_n = a_n\alpha_n$$ $$B\beta_n = b_n\beta_n$$
I'm this as the following concern:
There is a theorem which says :
If $\Omega$ and $\Lambda$ are two commuting Hermitian operators, there exists (at least) a basis of common eigenvectors that diagonalizes them both.
The main concern is a complete set of eigenbasis. Note the operator should be Hermitian so that there exists at least a basis of its orthonormal eigenvectors.
The proof for theorem in case of nondegenerate given by:
$$\Omega|\omega_i\rangle=\omega_i|\omega_i\rangle$$ $$\Lambda\Omega|\omega_i\rangle=\Lambda\omega_i|\omega_i\rangle$$ $$\Omega\Lambda|\omega_i\rangle=\omega_i\Lambda|\omega_i\rangle$$ i.e. $\Lambda|\omega_i\rangle$ is an eigenvector of $\Omega $ with eigenvalue $\omega_i$. Since this vector is unique up to a scale $$\Lambda|\omega_i\rangle=\lambda_i|\omega_i\rangle$$ Thus $|\omega_i\rangle$ is also a eigenvector of $\Lambda$ with eigenvalue $\lambda_i$.