It is known and it is easy to prove that given a convex function $f : \mathbb{R} \to \mathbb{R}$, then the sublevel sets $\left\lbrace x \middle| f(x) < a\right\rbrace$ and $\left\lbrace x \middle| f(x) \leq a\right\rbrace$ with $a \in \mathbb{R}$ are convex sets, but it can not find the actual theorem so i can reference it.
Please do forgive me for asking such question but i am in terrible need of it.
Thanks in advance.
Section 3.1.6 in 'Convex Optimization' by Boyd and Vandenberghe provides a proof (although it is not presented as an explicit theorem).