The 17-year-old was captured holding what looked to be a beer and hanging out with a cadre of young men at Kapital dance club, People reported Saturday.
Cyrus is on the bill for the awards show along with Linkin Park, Rihanna, Katy Perry and other members of the pop elite.
The 17th edition of the MTV Europe Music Awards airs in the United States Sunday at 9 p.m. EST.
Notable deaths of 2014 [PHOTOS]
Gwen Stefani finishing new solo album in Miami