The reality star, 65, wore a stylish leather wrap dress while clubbing at The Abbey in West Hollywood on Saturday night.
Jenner hit the hot spot – known for its LGBT scene – with a group of friends to shoot scene for her docuseries, I Am Cait.
An onlooker tells PEOPLE the group "had a great time."
"For a portion of the night, they sat with David Cooley [the owner] at his table on the dance floor, surrounded by male and female Abbey dancers," the source says.
Jenner pal Candis Cayne, a transgender actress who supported her at the ESPY awards last week, used to host a weekly show at The Abbey and still appears there regularly.
Jenner followed up her girls' night out with a private screening of her docuseries I Am Cait over the weekend. There, she finally met Orange Is the New Black star Laverne Cox, who's publicly applauded Jenner ever since she transitioned from male to female.
I Am Cait premieres Sunday at 8 p.m. ET on E!.