Rooney has been backed by many people in football since the news emerged, with the likes of Jurgen Klopp and David Moyes defending Rooney following the fallout.
The tabloid newspaper have now claimed Henderson, 26, and Lallana, 28, travelled to a Bournemouth establishment, arriving at 11pm. The journey saw the pair travel 220 miles from England's team hotel.
The event reportedly took place less than 48 hours before Henderson captained England against Spain, with the Liverpool pair staying in the club's VIP area until 1am.
One source told The Sun: " They were having a good time as they watched the girls dance on the podium.
“Everyone there knew they were due to be playing Spain so it was shocking to see them.”
Another claimed Lallana was a regular at the club, who is apparently 'tight' with his cash.
“Lallana comes here regularly. All the girls know him," the source claimed.
“He sometimes brings other Liverpool players too.
“He’s become more arrogant over the years and quite dismissive to us all.
“He’s not even the best player and can be quite tight."
The news comes after The Sun published pictures of Rooney at a wedding reception at a hotel, with the FA now banning nights out for England players whilst on international duty, while they are also likely introduce a curfew for players in order to avoid any more potential embarrassment in the future.