The photos, published in the Daily Mail today, are from The Clinton Presidential Library and were released after a Freedom of Information Act request by Politico.
The pictures also show Bill Clinton and Trump meeting at a New York fundraiser, and appearing to hit it off in a private box at the US Open at Flushing Meadows in September of the same year.
In one of the pictures taken at the US Open, the two men posed for a picture with two women - Trump's future wife Melania Knauss, and former Sports Illustrated swimsuit model Bax.
Clinton, wearing a grey shirt and black pants, had his arm around Melania's waist, while Trump - who was wearing a red hat and white polo shirt - wrapped an arm around Bax, who was wearing a white top emblazoned with the Playboy logo.
Trump had regularly praised the Clinton family prior to becoming the Republican nominee for president, and famously was photographed with the power couple at this 2005 wedding to Melania, the Daily Mail reports.
When asked about attending her now-rival's wedding, Hillary Clinton last year said she thought the event would be 'fun' but added she did not know him that well at the time.
When spoken to by the Herald last month, Bax admitted some of the things Trump had said had probably come out wrong.
"Sometimes he doesn't say things very diplomatically. That's probably how the media has gotten hold of the funny things that he says."
New Zealanders were passing judgment about him without really knowing the real Donald Trump, she said.
"How many people in New Zealand can say they have sat down with him, had a conversation and gotten to know the guy like I have?"
The prospect of Trump as US President was "not at all scary". "He's not a dictator".
Bax had also met Hillary Clinton.
"In my view you are either going to go with Hillary who seems the safer bet. She's a very kind woman and she's very strong-minded ... or you are going to go for the likes of Donald Trump who is very much more vibrant."
Voting for the US election will be held on November 8.