A cordon was formed around Miss Middleton to stop photographers getting too close.
Miss Middleton and the prince were leaving the club in the early hours of the morning when two police vans came to escort the couple to a waiting car.
Clarence House has declined to comment on the incident.
Newspaper reports suggest about a dozen photographers were waiting for the couple to appear from the nightclub.
The prince and Miss Middleton, 24, were also accompanied by royal protection officers.
A Scotland Yard spokeswoman said: "We don't comment on protection matters. We never have and we never will."
Security has been stepped up around 24-year-old Miss Middleton, who met the prince while they were both undergraduates at St Andrews University.
Miss Middleton had previously complained about the press intruding on her privacy.
In 2005, her lawyers contacted newspaper editors to ask the press to leave her and her family alone.
They claimed photographers had followed her almost every day and night since she left university.
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