The 29-year-old victim was sexually assaulted by an unknown person at the Carver Street venue in the early hours of Sunday, May 7.
Police have been trawling through CCTV but have not found a suspect and are now appealing for any witnesses who may have seen someone acting suspiciously to contact officers.
A spokesperson for crystal Bar said: "We are working very closely with the police regarding the allegation, thus far police have raised no criticism of the day to day operation of the premises.
"We are mindful of the concerns our customers may have regarding this allegation, and in view of this we will review our security procedures before the forthcoming weekend."
A South Yorkshire Police spokesperson said detectives are "continuing to investigate and are following up various lines of enquiry."
Detective constable Jon Kirkham said: “Since police received the allegation, we have been working closely with the victim and the nightclub to collect as much information as we can about what happened that evening.
“This had included meticulously reviewing CCTV footage from inside and outside Crystal, in an attempt to piece together the victim’s movements and also identify any suspicious activity.
“The victim is receiving support from officers and at this time is unable to provide any further information about who may have been responsible for this incident.
“We now need the public’s help to gather information about any suspicious activity they may have witnessed in Crystal that night, between 12.45am and 1.45am on Sunday 7 May. I’d also be keen to hear from anyone who saw anything suspicious in the surrounding area at similar times.
"Were you in Crystal that night? Did you see anything that could help officers?"
Contact police on 101 quoting incident number 179 of 7 May 2017.