Both Ambulances and Police were called to the property on London’s Park Lane at around 5:30am on Tuesday, New Years Day, in response to reports of violence.
The Security Guard victim is believed to have been in his early 30s but has yet to be identified by Police.
Two other men, aged 37 and 29 as well as a 29 year old woman were also found with stab injuries at the scene of the crime and were treated before being taken to hospital, their injuries are not life-threatening.
Detective Chief Inspector Andy Partridge has said: “The incident took place outside a venue that was hosting a private New Years Eve Party.”
“I would like to hear from anyone who was present at that event and witnessed the incident.”
“A number of witnesses have already been spoken to, but it is clear many others who were present are yet to be traced, some of whom may have captured the attack on their mobile phones.”
Partridge also added: “It appears the deceased and the two injured males were working Security Staff for the party, they were attacked by a group of males who were outside trying to enter the venue.”
“The female was also attacked as she assisted the Security Staff in closing the front door of the premises.”
“This shocking incident happened just hours into a New Year, the area was particularly busy with people out celebrating and making their way home from various parties and organised events.”
Anyone with information has been asked to contact police immediately.