The pair both attended the Wet Republic Ultra Pool party at the MGM Grand Hotel and Casino.
"He was with a group of friends," a source told The Mirror, adding that he stayed until the end of the party.
"He looked right at home mingling with everyone, getting in and out of the pool and having a great time. He was getting quite a bit of attention from the ladies!"
Harry is reported to have spent a few days on Richard Branson's Necker Island before flying to the US for Saturday's party.
Lopez, meanwhile, was accompanied by boyfriend Casper Smart. It had been rumoured that she'd cooled things off with the dancer.