The couple were also joined by Kourtney Kardashian and Jonathan Cheban, reported Us magazine.
"Vegas... We've arrived!!!" Kim, who turned 33 on October 21, posted on photo-sharing website Instagram along with a picture.
In the photograph, Kim is wearing cropped jeans and a black T-shirt and a peach-colored coat draped over her arm.
She is expected to have a party at the Asian bistro and nightclub Tao, which are celeb-beloved locations around the world.
Kim and West, 36, started dating in April 2012 and welcomed daughter North West in June 2013.