The couple have signed up as members at Home House in London so that they can enjoy without being watched by the public, reported Contactmusic.
"It is more for David than Victoria, as it gives him a good place to go for a drink without prying eyes," an source said.
After retiring from his sporting career, David has "the freedom" to enjoy a night out without having to worry about training the next morning.
"After hanging up his football boots, he's enjoying the freedom of being able to head to places like this. He can have a drink or two now without worrying about getting up for training in the morning," the source added.
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