Whey is a primary by-product of dairy plants, and one that is often difficult to manage. As whey processing units are costly and complicated, only 15–20% of whey is recycled for use in the food industry. The difficulties in managing waste whey are particularly pronounced for small, local dairy plants. One possible solution to this problem is to use advanced and efficient digesters. The aim of this study was to present an innovative multi-section hybrid anaerobic bioreactor (M-SHAR) design and to identify how microwave radiation heating (MRH) affects methane fermentation of liquid dairy waste (LDW) primarily composed of acid whey. The MRH reactor was found to perform better in terms of COD removal and biogas production compared with the convection-heated reactor. The heating method had a significant differentiating effect at higher organic load rates (OLRs). With OLRs ranging from 15 to 25 kgCOD∙m−3∙d−1, the M-SHAR with MRH ensured a 5% higher COD removal efficiency and 12–20% higher biogas yields.