The reality stars attended the JOOP! Crazy Night party, which began in private members club Disco before ending at Cirque Le Soir in Soho on Thursday (9 October).
It seems like it was pretty eventful, as it involved some curly wigs, a TED bear headpiece and a ride on a pink lit-up rickshaw!
In one photo, Proudlock pretended to be a jockey as Lucy kneeled on the floor in the position of a horse. "Loving my new horse @imlucywatson #yeehaaa," he wrote on Instagram.
Earlier, Lucy and Proudlock looked very happy as they strolled along the streets side by side - we wonder what made them laugh so much?!
The pair were transported on a rickshaw while taking it in turns to try on the very large headpiece, and they looked very close throughout the entire night.
During MIC's recent New York spin-off show, fans were surprised to find out that Proudlock and Lucy secretly "hooked up" in New York. The news didn't go down too well with Proudlock's best mate and Lucy's ex, Jamie Laing, who said he was "hurt" over the revelation.
With the new series kicking off next week, we can't wait to find out what's been going on between the pair since we last saw them on our screens.
In the trailer for the first episode, Alex Mytton asks Proudlock: "This thing with Lucy, is that a one-off?"
Proudlock replies: "Mate, I mean, who knows?
Made in Chelsea returns on Monday 13 October at 9pm on E4.
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Watch the new MIC trailer below: