The two men, appearing to laugh off the incident in a video, claimed the woman had been sitting near them for around half an hour and threw water over them as she was leaving.
“A grumpy feminist just poured drinks on us,” said Mr McInnes.
“She said you should be ashamed of yourself and then she screamed kill yourself,” said the founder of Proud Boys, a right-wing group the FBI called an “extremist organisation with times to white nationalism”.
Mr Yiannopoulos said it was “only with water which is so lame”.
He smoothed his hair over in the video, saying he rather liked how it looks when slightly wet.
"I think I look kinda fresh and youthful," he said.
The former Breitbart writer also said Mr McInnes, who co-founded Vice Media, got her back with Guinness in a separate video.
Mr Yiannopoulos posted the video on Telegram.
He is banned from Facebook, Instagram and Twitter.
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