The 19-year-old was seen leaving the popular brothel Centauros here and promptly jumped in the back seat of a vehicle, reports dailymail.co.uk.
Later, two females from the brothel were taken back to his hotel separately.
Although covered by his security, Bieber was said to be identified by the tattoo on his wrist.
A source has told the website that the "Baby" hitmaker believed it was a private members' club.
"Justin had been forced out of his hotel by the huge amount of fans that had gathered outside making it impossible for him to go in and out as he pleased so he planned to go to a private members club," the source said.
However, Bieber's representative refused to comment when contacted.