The 25-year-old left the Carre club at Willebroek following a "fierce discussion", which occurred two days before tonight's international friendly between Belgium and Slovakia, at 5.30am.
The nightclub manager told The Express: "Our doorman noticed all of a sudden that there was a fierce discussion. There was no fighting, but emotions were running very high.
"The bouncer spoke with Fellaini, who is a good customer of ours, as well as his friends. He said they should go home, as it was very late. They'd had a good time and there would only be more disputes if they stayed. Thankfully they had the good sense to understand him and they all left."
Meanwhile, the midfielder is a doubt for tonight's clash due to a hip injury.