The 42-year-old actor, who has most recently been linked to 23-year-old brunette German model Lorena Rae, was dressed casually in black sneakers, jeans, a navy long-sleeved polo and a royal blue Los Angeles Dodgers baseball cap as he excited the venue around 5 a.m..
Garrn, 25, looked more prepped for New York Fashion Week, wearing an all-black ensemble of wide-legged silk pants, a corset top and a tuxedo blazer.
They both left the club in the same vehicle.
RELATED VIDEO: Leonardo DiCaprio’s Most Emotional On-Screen Moments
Earlier in the day, DiCaprio was spotted watching Rafael Nadal square off against Juan Martin del Potro at the US Open men’s singles semifinals in New York City. While Garrn was not by his side, DiCaprio was spotted hanging out with friends at the Grey Goose suite at Arthur Ashe stadium.
DiCaprio and Garrin previously dated in 2013, making headlines after they were first spotted taking photos together while walking the grounds and gardens of France’s Chateau de Versailles together.
The pair initially connected at the Cannes Film Festival, where DiCaprio opened The Great Gatsby that year. They were also photographed on a yacht and watching the Monaco Formula One Grand Prix during that time.
Their romance lasted nearly a year, but fizzling out by December 2014 when the Oscar winner was spotted at an Art Basel party in Miami, Florida at a table with other women while Garrn, a Victoria’s Secret model, kept to herself, (“It was awkward,” an observer told PEOPLE at the time.)
Since then, DiCaprio has been in a number of other relationships including one with Baywatch actress Kelly Rohrbach, which ended in late 2015, and another with model Nina Agdal, which ended in mid-May.
He and Rae were photographed together at a party in Monaco at the end of May.
In July, Rae was among a group of revelers soaking up the sun on a yacht in St. Tropez with DiCaprio and his pal Tobey Maguire, while in August DiCaprio and Rae spent time at New York City’s MoMA PS1 and dined at Hillstone restaurant on Park Avenue.
On Thursday night, they were spotted leaving N.Y.C.’s Up & Down nightclub.
Both DiCaprio and Rae’s reps denied that the pair were dating.