Triacylglycerols recovery from wet microalgae is a key aspect of biodiesel production, because of the energetic balance gained from avoiding biomass drying. In order to isolate TAG from Nannochloropsis cells, the possibility to concentrate biomass and to recover TAG in a single step by membrane process was studied. Different polymeric membranes were selected and screened on the basis of adsorption test and permeation flux. Results showed that membrane of regenerated cellulose (RC) with nominal molecular weight cutoff of 100 kDa and 30 kDa gave the best performance. Indeed, permeate flux was stable during ultrafiltration experiment in concentration mode and no severe fouling/cake deposition was observed. Both membranes allowed to recover permeates with high content of triacylglicerols. However, a more purity of the triacylglicerols from the other co-products was only obtained with the 30 kDa RC membrane because the retention of the unwanted proteins was in the range of 89%.