The incident was reported to have happened in the early hours of Saturday morning at the Fever and Boutique nightclub in Newport, on the Isle of Wight.
Officers arrested a 30-year-old man from Sandown in connection with allegation.
He has been released from custody but remains under investigation.
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Police have urged any witnesses of suspicious activity while on a night out to call them on 101.
They have also issued advice to those on nights out:
- If you are in a group look out for each other.
- Don’t leave your drinks unattended. Carry them with you when dancing and take turns to go to the loo.
- Be wary of accepting drinks from strangers - if you have a drink bought for you, make sure you take it from bar staff.
- Keep an eye out for anyone in your group who appears more drunk than the amount of alcohol they have consumed would warrant.