The 29-year-old 'Call My Name' singer looked sleek in the sleeveless floral lace top and a pair of black trousers, with smokey eye make-up and her hair slicked back into a ponytail.
The star was joined by her US backing dancer boyfriend Tre Holloway and her mother Joan Callaghan, and caused hysteria among fellow club-goers and fans as she left the venue in Central London.
The 27-year-old New Jersey-born Holloway, who laughed as he shared a joke with Cole as they hopped into their waiting car, performed as a backing dancer during her 'A Million Lights' UK tour.
Speaking about their relationship recently, Cole told The Sun: "There's an intensity, there's a trust, there's a love - a genuine love. He is very experienced in what he is doing. He is a ridiculously talented character."
It has recently been reported that Cole has postponed the release of new single 'Screw You' as she focuses on Girls Aloud's comeback.
Photo gallery - Cheryl Cole on the 'A Million Lights' tour: