The former Made In Chelsea star stunned onlookers in a multi-coloured one-shouldered Zimmermann dress that showed off her svelte figure.
She arrived at the Leicester Square club alongside MIC pal Rosie Fortescue. The girls were party hopping and had earlier been at the launch of Very.co.uk's new collection Definitions.
Millie was delighted to see the club for the first time. "I am in love with this place," she said. "I think I will end up spending most of my married life here!"
Millie and Professor Green will tie the knot on Tuesday in Babington House, Somerset.
Ahead of her big day, Millie has been doing gruelling workout sessions at the gym and she took to Twitter to share a picture of the results of her fitness sessions with her followers.
"Hard work in the gym finally paying off! #nopainnogain," she captioned the snap of herself posing in a bikini.
Also at the club opening was Laura Whitmore, who played a DJ set. She had also been at the Very.co.uk launch and had even changed outfit to head to the club.
Laura took time out from DJing to pose with Millie.
Emeli Sande stopped by to see the tattoo-inspired venue wearing a velvet bomber jacket and AirMax trainers.
Guests sipped on Hoxton Gin cocktails and enjoyed cured salmon and mini scotch eggs.