The boys had barrels of fun partying the night away, before deciding to call it quits and head home for some much-needed sleep.
Along with Siva Kaneswaran and Tom Parker, who were absent on the night out, the lads have been busy promoting their second album, Word of Mouth, and performed at a Children In Need Rocks gig on Tuesday.
They've also been touring and admitted that being on a tour bus with five other boys isn't always a smooth ride.
Nathan revealed: "The only fight there is is who gets the double bed at the back. We've got Jessie J's bus and we didn't have time to turn it into a more band-suited bus so there's a big double bed at the back of the bus. We had to draw numbers to see who got it."
There was no sign of Nathan's girlfriend Ariana Grande during the lad's night at Mahiki, and Max's new Danish model girlfriend Nina Agdal was nowhere to be seen either.
So they had to make do with heading home together... blub!
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