The lady was found dead by workers who came to clean the room last Saturday. Her colleagues said they last saw her entering the hotel with a man the previous evening.
Used condoms were recovered from the room as police opened a probe into the incident. Mombasa DCI boss, Jacob Kanake, said several people including the club's managers, are being questioned over the murder.
He said they are tracing the man said to have been with the lady before her body was found.