Henson arrived at the club in a bicycle rickshaw some 15 minutes later and sources said the pair were 'all over each other' inside.
At Kabaret, Miss Church, Henson and their friends drank bottles of Kristal champagne priced at £320.
A source at the club said: ' Charlotte was hammered but she and her friends seemed to be having a great time.
'Gavin was drinking the champagne with them all but was not as drunk as her.
'I got the impression that he didn't want to look bad in front of the photographers.'
Just before 4am they left the club separately, but the party continued as Henson and his friends appeared to follow Miss Church to her five-star West London hotel, the Westbury.
Miss Church and Henson have been together since she split from her boyfriend Kyle Johnson last month.
The relationship has been welcomed by Miss Church's mother Maria, who has previously disapproved of her daughter's boyfriends.