The former X Factor winner put on a sexy display of singing and dancing at the well-known nightspot in the capital yesterday (1 September) and even appeared to perform a little strip tease for the audience while on stage too.
Starting her set in a sheer blue cover-up that resembled a night gown, Alex was seen strutting her stuff and posing provocatively before unveiling her skintight latex leotard underneath.
Although the black leotard looked like it might have been a little difficult to breathe in, Alex made her performance look easy, as she sashayed across the stage and kept in perfect time with her backing dancers.
She also wore pale coloured tights and chunky black biker boots, while keeping her long blonde hair styled in waves.
Despite our reservations about this unusual outfit, the crowd seemed to love watching Alex and she was even presented with a birthday cake on stage once she'd finished.
The cake was covered in white icing, pink candles and a picture of a dog!
Last week, the songstress celebrated turning 25 years old by throwing a star studded birthday party at Rise nightclub in London.
Amongst the musical VIPs at the bash were JLS' Aston Merrygold, rapper Wretch 32 and even outspoken American artist, Azealia Banks.
What do you think of Alexandra's G-A-Y outfit? Let us know below, as the best comment each week wins £50!
Watch Alex's music video for 'Hallelujah' below: