It's that 4am feeling: Beatrice and Eugenie emerge from a night at the Soho club that has become a byword for debauchery

Hidden down an alleyway in Soho, it is not the first place that springs to mind for a royal evening out.

The Box is a nightclub that features semi-naked dancers, fetish performers and a master of ceremonies who’s apparently been telling guests to ‘do all the drugs you want’.

It is from this venue, however, that Princesses Beatrice and Eugenie were pictured emerging at 4am yesterday – only a few weeks after their cousin Prince Harry was spotted there.

The party's over: Princess Beatrice looked ready for bed after her night at The Box

The party's over: Princess Beatrice looked ready for bed after her night at The Box

Fergie’s girls were flanked by their boyfriends and protection officers as they left the club, perhaps having experienced its ‘theatre of varieties’, or what the man behind it, Simon Hammerstein, describes as ‘mystique, mystery and sexual openness’.

Eugenie, 20, was dressed in gothic style, teaming dark red lipstick and heavy eye make-up with a black mini-dress with plunging neckline and knee-high boots.

Her 22-year-old sister also wore a mini-dress, which she matched with a brown leather aviator jacket with a fur collar. She clung to her boyfriend Dave Clark.

Eugenie’s boyfriend Jack Brooksbank, a 24-year-old barman, placed a protective arm around the university student as they headed for their waiting car.

Wild night out: Princess Eugenie was spotted leaving Soho nightclub The Box with boyfriend Jack Brooksbank last night

Wild night out: Princess Eugenie was spotted leaving Soho nightclub The Box with boyfriend Jack Brooksbank last night

Den of debauchery:  Princess Beatrice clung to her boyfriend Dave Clark as she left the club

Den of debauchery: Princess Beatrice clung to her boyfriend Dave Clark as she left the club

Time to go home: Beatrice and her boyfriend leave The Box

Time to go home: Beatrice and her boyfriend leave The Box

The Box has only been open for a few weeks and has attracted a clientele including actresses Keira Knightley, Emma Watson and Kirsten Dunst, supermodel Kate Moss and Girls Aloud singer Sarah Harding.

Harry was spotted there last month, when he was rumoured to be considering the club as a venue for Prince William’s stag do, only to be over-ruled by his older brother.

Media are banned from the club, but undercover reporters described how the American MC known as Raven O told guests: ‘Do all the drugs you want. Do all the cocaine you can. Answer every fetish. Drugs are good.’

A-list clientele:  Jason Statham and Rosie Huntington-Whiteley also partied at the venue until 4am

A-list clientèle:  Jason Statham and Rosie Huntington-Whiteley also partied at the venue until 4am

Good time: Eugenie appeared to have enjoyed her trip to the controversial establishment, of which her cousin Harry has been a guest

Good time: Eugenie appeared to have enjoyed her trip to the controversial establishment, of which her cousin Harry has been a guest

Security: The princesses were surrounded by minders as they headed to their waiting cars after leaving the venue, which is located down an alleyway in Soho

Security: The princesses were surrounded by minders as they headed to their waiting cars after leaving the venue, which is located down an alleyway in Soho

The tattooed and semi-naked Raven O then introduced a series of acts involving nudity and violence, including a naked man in a pig mask being set on fire by two women.

The cabaret varies every evening, and it was not known which acts performed for the princesses.

Customers at The Box pay up to £1,000 for a table, where they can choose from a menu including seared tuna and Iranian caviar.

Shows do not start until midnight and finish at 3.30am, when select groups of revellers are invited upstairs to the VIP area for a ‘more titillating’ version of the acts.

The young royals’ party lifestyles have raised questions about the expense of providing them with round-the-clock police protection.

Risqué: The exlusive nightclub features erotic entertainment, a master of ceremonies that encourages drugs and table service that costs £1000

Risqué: The exclusive nightclub features erotic entertainment, a master of ceremonies that encourages drugs, and table service that costs £1000

Royal fan: Prince Harry visited the club on February 11, and is rumoured to have considered the venue for Prince William's stag party

Royal fan: Prince Harry visited the club on February 11, and is rumoured to have considered the venue for Prince William's stag party

Senior officers have warned that Scotland Yard’s resources have been pushed to breaking point as the new generation of royals travel the world and lead busy social lives.

There have been calls for a fresh assessment of the threat level against some of the younger royals, including Beatrice and Eugenie, at a time when police budgets have been slashed.

The annual protection bill for the Royal Family is estimated at £50million – most of it on salaries and overtime for 24-hour guards at royal palaces.

A Buckingham  Palace spokesman refused to comment.

Celebrity fans: Sarah Harding and fiancé Tom Crane, and Jo Wood are recent guests
Celebrity fans: Sarah Harding and fiancé Tom Crane, and Jo Wood are recent guests

Celebrity fans: Sarah Harding and fiancé Tom Crane, and Jo Wood are recent guests

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