The beautiful blondes were supporting their brother Jacobi Anstruther-Gough-Calthorpe whose DJ group Housekeeping were launching their latest concept, 'Seven Deadly Sins', with an 'Envy' themed party.
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The collective, which also includes Taylor McWilliams, Carl Waxberg and Sebastian MacDonald-Hall, drew a large crowd to the Victorian theatre, which had been transformed to represent Ibiza for one night only.
Made in Chelsea star Hugo Taylor was also among the guests, sticking the unofficial black dress-code in a leather jacket and jeans.
Jacobi, who works in the City for the Forbes Private Capital Group, recently addressed rumours that a royal wedding could be on the cards for 29-year-old Harry and 24-year-old Cressida.
The 30-year-old said the buzz surrounding an impending wedding is "ludicrous" adding "it's not something that is easy for anyone, dating a royal or marrying into the family or anyone in the royal family themselves.
"[Cressida's] not a tough cookie at all," he told the Evening Standard. "She's a very sensitive, sweet girl, all my family are — they're incredible."
"I think on some level it is different to any other type of fame. It's just an invasion of privacy, which is hard. I mean, there are people who court that, and it's a different mentality.
"But when you're not, and you have to spend your life hiding from it, I think that becomes very exhausting and quite hard work."