Anneliese Burgess, a spokeswoman for the Pistorius family, said an argument ensued and the athlete, who is on bail, soon left the club.
She said Pistorius regretted the decision to go to a “public space” where he drew unwelcome attention.
Pistorius says he fatally shot girlfriend Reeva Steenkamp in his home on Valentine’s Day last year by mistake, thinking an intruder was about to attack him. Prosecutors say he intentionally killed Ms Steenkamp after an argument.
Closing arguments will be made at the High Court in Pretoria on August 7 and 8.