Beatrice, 24, kept her look simple with a black dress, jacket and shoes, adding a touch of sparkle with a glittering bag. Beatrice and Dave, who has been her boyfriend for more than six years, strolled hand-in-hand to the club previously frequented by James' sister Kate Middleton and her husband Prince William.
Donna also chose an all-black ensemble,wearing a floor-length Luisa Beccaria dress detailed with sheer sleeves as well as a low back. Taking a leaf out of Beatrice's style book Donna also carried a striking gold clutch.
Private members club LouLou's is also the same venue where James and Donna were first debuted their romance. In April, businessman James, 27, was photographed hand-in-hand with TV personality Donna, 33, who looked coy as the cameras captured their moment together.
James did not join his new girlfriend on Thursday but Donna's night out with his brother-in-law's cousin is a sign of their blossoming friendship.
Princess Beatrice and her sister Princess Eugenie enjoy a good relationship with James and the trio recently stepped out at an exclusive Mayfair restaurant to toast socialite Heather Kerzner's 44th birthday.
The gathering, which was held at Downtown Mayfair, was a sure indicator that the Middleton family members have been warmly welcomed into the royal fold, as Donna seems to be as well.
Earlier in the evening Donna attended The Butterfly Ball: A Sensory Experience with Beatrice's mother, Sarah Ferguson. The event, in aid of the Caudwell Children's charity, also drew famous faces including, Tamara Ecclestone, Joan Collins and designer Kelly Hoppen.
"Lovely night at the Butterfly ball 4 Caudwell Children's Trust," tweeted Joan Collins with a snapshot of herself and Sarah Ferguson. "With @SarahTheDuchess, @johndcaudwell and @cla1re24!"
"Really excited to come!" said Sarah, Duchess of York before she headed to the glamorous ball. "What a great Charity xx."