"I think you have to start by looking at what I do on the pitch," the 24-year-old Barcelona star told a news conference on Tuesday, Xinhua news agency reported.
"The moment I am off the field it's my personal time," he said.
"I like to go out and have fun with my friends. I have family too so why can't I go out to clubs? I can and I will. I am well aware what my duties are the next day. I am going to keep going out and I don't see anything wrong with that."
Neymar has been criticised by sections of Brazil's media for regularly posting images of himself partying and posing with other celebrities to his millions of social media followers.
His recent performances for Brazil have also been questioned, having received five red cards for ill-discipline in the past 18 months.