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The model, 37, wrapped up in a black coat while the former footballer, 42, looked smart in a coordinating suit, as they both donned a pair of sunglasses.
The Wednesday actress, 44, looked gorgeous in a double-breasted cream suit for the swanky celebrations at Tramp Private Members' Club.
Kate Moss, 49, Patsy Kensit, 54, and Jude Law Sadie Frost's son Rafferty, 26, have said they're 'devastated' by Steve's sudden death.
Pulp bassist Steve Mackey has tragically died aged 56, after spending the last three months secretly 'fighting with all his strength and determination' in hospital.