Prince Harry, known for his partying ways, hung out at the club in his own private balcony with a big group of both men and women, until it closed at 2 a.m.
According to club management, Harry will be staying at the Andaz hotel until next Friday.
One local television station reported the prince was also spotted at McP's Irish Pub in Coronado over the weekend.
Prince Harry arrived last week for a two-month military helicopter training course at the Naval Air Facility at El Centro, Calif. -- a two-hour drive from San Diego -- where he will fly Apache helicopters in the desert near the Mexican border.
The facility hosts allied troops throughout the year because its hot, dusty conditions replicate Afghanistan's harsh environment and the clear weather allows for constant flying.
Harry is among 20 students in the British Army participating in the training that ends at an Air Force station in Gila Bend, Ariz. where they will fire missiles, rockets and cannons from the Apache helicopters.