A cross-flow ultrafiltration harvesting system for a pre-concentrated microalgae culture was tested in an innovative anaerobic-based WRRF. The microalgae culture was cultivated in a membrane photobioreactor fed with effluent from an anaerobic membrane bioreactor treating sewage. These harvested microalgae biomasses were then anaerobically co-digested with primary and secondary sludge from the water line. Depending on the needs of this anaerobic co-digestion, the filtration harvesting process was evaluated intermittently over a period of 212 days for different operating conditions, mainly the total amount of microalgae biomass harvested and the desired final total solids concentration (up to 15.9 g·L−1 with an average of 9.7 g·L−1). Concentration ratios of 15–27 were obtained with average transmembrane fluxes ranging from 5 to 28 L·m−2·h−1. Regarding membrane cleaning, both backflushing and chemical cleaning resulted in transmembrane flux recoveries that were, on average, 21% higher than those achieved with backflushing alone. The carbon footprint assessment shows promising results, as the GHG emissions associated with the cross-flow ultrafiltration harvesting process could be less than the emissions savings associated with the energy recovered from biogas production from the anaerobic valorisation of the harvested microalgae.