Officers entered the Spearmint Rhino Club at 312 S. Riverside Avenue in Rialto and found two shot.
Police said a customer reportedly wanted a relationship with a dancer. The dancer did not respond to the man's advances. The man then reportedly shot the woman.
The man, in his 40s, then fatally shot himself, according to police. The man was reportedly a regular customer at the club, and police said the woman was his favorite dancer.
The woman, in her 20s, was hospitalized at Arrowhead Regional Medical Center in critical condition. She was in stable condition Thursday. She was interviewed by police on Thursday.
Approximately 20 people were inside the location during the incident, which took place in a private dance area.
No one else was injured.
Police said the club does not screen for weapons. Security guards were posted at the location when the shooting happened.