Police allegedly spotted the pair giving 200 Euros ($275) to suspected drug dealers outside the famous nightclub, according to French outlet LCI.
Two former rugby internationals, New Zealander Ali Williams and Australian James O'Connor, have been arrested in Paris on drugs charges.
Thirty-five-year-old Williams now plays with Paris based French club Racing 92, while O'Connor, 26, plays for Toulon.
The side are current champions of French rugby.
At the time of the arrest Williams allegedly tried to throw three bags of cocaine to the floor but he was caught by plainclothes policemen. Both were reportedly heavily intoxicated and in a police holding cell.
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A search of Grinstead's home produced very little evidence making the search for her very hard , the release said. Before Duke's arrest, GBI interviewed more than 200 people without finding a single person of interest.
They are expected to be held in custody for up to 24 hours, the source added.
Racing 92 said in a statement that it had suspended Williams over the incident. "If the investigation confirmed the possession of cocaine and the transaction, it would not only be an offense under the law but also a serious fault in terms of our ethics".
Williams, who played 77 Tests from 2002 to 2012, is regarded as one of New Zealand's finest, most athletic locks.
O'Connor, 26, who plays on the wing or at fullback for Top 14 club Toulon, appeared 44 times for Australia between 2008 and 2013.