Over the last decades, the exploration of new natural sources for obtaining valuable compounds, which can be used in food technology, has been a research challenge. Several natural products, such as fruits, juices, natural extracts, have been proposed. Today, many different technologies are being tested to carry out the extraction of different high-added value compounds (nutraceuticals, phenolic compounds, antioxidants, anthocyanins, saccharides), in which the membrane-based technologies (microfiltration, ultrafiltration, and nanofiltration) have been considered thanks to their intrinsic properties. In fact, these pressure-driven membrane processes are addressed as a promising alternative based on their ability to recover, separate, and fractionate different high added-value compounds from different aqueous systems. To date, ultrafiltration and nanofiltration have shown the capability to meet the current valorization protocols. The aim of this paper is to provide a critical review of the main natural products processed by membrane technologies for the recovery of high-added value compounds. State-of-the-art of developments in the field are described. Particular attention is paid to experimental results reported for the separation of bioactive compounds and their derivatives of different molecular weight. The literature data are analyzed and discussed in relation to separation technologies, molecule properties, membrane characteristics and other interesting phenomena that occur during their recovery.