The 29-year-old 'Call My Name' singer wore leather harem trousers and a burgundy and silver bomber jacket as she left in the small hours holding hands with her US dancer boyfriend Holloway.
Cole had taken to the decks for a slot of DJing at the club, with Rose's Twitter page tweeting: "@CherylCole most definitely set the club on fire !! #HipHopThursdays."
Meanwhile, fellow Girls Aloud star Sarah Harding looked barely recognisable, if not a little worse for wear, as she emerged from the bar and restaurant in Camden wearing a short black dress and long blonde hair extensions.
The 31-year-old singer tweeted: "Girls long awaited nite out for xmas love u all!!! @Anna1versen @FionaAitman @claire_merry etc ect!!! Pics coming soon lol! X"
It was recently reported that will.i.am has shown interest in collaborating with Girls Aloud, who have reunited to mark their 10th anniversary this year.