The shooting occurred at about 1:20 a.m. near the club's entrance when police encountered the suspect.
The man ran away from officers, who chased him along the 2700 block of Verona Road, said authorities.
Two officers tried to detain the suspect and a struggle ensued. When the officers unleashed a police dog, authorities said the suspect fired several rounds, killing the dog and wounding an officer.
The officers returned fire, killing the suspect.
The shot officer was transported to an area hospital where he was treated and released. The bullet struck his bullet proof vest. The second officer involved in the incident was also injured in the hand as a result of the struggle. He was also treated and released.
The police dog, named Ike, was a German Shepherd and was with the police department for two years, said officials.
"Ike is the first K-9 to die in the line of duty in the history of the Palm Springs Police K-9 program. Ike's loss is being felt by every officer at the Palm Springs Police Department. Ike was a loyal and faithful partner and he will be missed," the Palm Springs Police Department said in a statement.
The names of the officers and the suspect were not immediately released.
If you have any information regarding this incident, you're urged to call Crime Stoppers at (760) 341-STOP.
City News Service contributed to this report.