DiCaprio looked casual while sporting a blue LA Dodgers baseball cap as he left the club at 5 a.m. Garrn, meanwhile, rocked the same fitted three-piece suit she wore to Harber's Bazaar's Icons by Carine Roitfeld party on Friday night.
DiCaprio, 42, and Garrn, 25, previously dated in 2013, after connecting at the Cannes Film Festival, where the actor opened The Great Gatsby that year, but their romance fizzled by the end of 2014.
"I never just do nothing. A weekend off?! Let's go somewhere. Let's fly somewhere," Garrn told GQin December 2014. "I kind of know one day I'll have responsibilities and not be able to do this. But I don't have a dog. I don't even have a plant. I have nothing to take care of, which I love."
"I'm a family person, and I always wanted four kids. But we'll see," she added. "We'll start with one at some point, I don't know."
DiCaprio has been linked to several models since then, including Nina Agdal -- though ET exclusively confirmed their split in May. See more in the video below.