Since the 18th Century, women in London have been excluded from traditional gentleman's clubs. But this being the 21st Century, women can do anything men can do – and they are doing it with more style at the recently opened, women-only Grace Belgravia.

Set in a beautiful Grade II-listed building in the gleaming neighbourhood of Belgravia, the club – where the mantra is “beauty on the inside” – is a nurturing space for like-minded women to focus on their health, wellbeing and lifestyle.

Founder Kate Percival has pulled in a team of London's top specialists on everything from eyebrow threading (Kamini Vaghela) to yoga (Miranda Taylor), and members have access to a range carefully thought-out facilities. The Acqua Calda Spa has a hamman and nine rooms for treatments including massage, dry float therapy and lymphatic drainage. The gym (run by Matt Roberts, the personal trainer of the British prime minister’s wife, Samantha Cameron) has a schedule of pilates, yoga, spinning and dance classes. There is also a medical clinic headed by Dr Tim Evan – the Queen's doctor – where you can get everything from a colonic to a consultation with a top plastic surgeon.

Retail therapy has also not been overlooked. The Boutique plays host to pop-ups from luxury shops and brands including Browns and J Brand and is small enough to feel like a personal shopping service. They also accept deliveries from luxury online fashion website Net-a-Porter and can handle any returns or exchanges on your behalf.

In the library, where weekly workshops, book clubs and talks are held, is a selection of beautiful Taschen coffee table books and must-reads including Vogue creative director Grace Coddington's autobiography.

Ladies looking to lunch or catch up with a friend can do it in the Grace Cafe headed up by Sophie Wright (previously at renowned bar and restaurant Beach Blanket Babylon in Notting Hill), whose menus are prepared with organic, seasonal and local produce. But before you start thinking that it’s all oats, grains and diet food, Grace Cafe is also open for cocktails on Tuesday and Friday night until 10 pm.

Don't know where to start? As part of the hefty membership fee (£5,500 per year with a £2,000 joining cost), members are assigned a personal “angel” to advise them on everything from the best anti-ageing program to a nutrition plan that will work. For travellers looking to get in on the action, there is an overseas membership option that allows access to the facilities up to 35 times a year (£3,500 per year with a £1,500 joining cost).

Men are strictly not allowed at anytime except for Thursday nights, when – in a reversal of the age-old tradition – they are permitted to enter the club for dinner.

Malika Dalamal is the London Localite for BBC Travel