New regulations aimed at curbing the problem of eutrophication introduce limitations for traditional ways to use the by-product of anaerobic digestion—the digestate. Hydrothermal carbonisation (HTC) can be a viable way to valorise the digestate in an energy-efficient manner and at the same time maximise the synergy in terms of recovery of water, nutrients, followed by more efficient use of the remaining carbon. Additionally, hydrothermal treatment is a feasible way to recirculate recalcitrant process residues. Recirculation to anaerobic digestion enables recovery of a significant part of chemical energy lost in HTC by organics dissolved in the liquid effluent. Recirculating back to the HTC process can enhance nutrient recovery by making process water more acidic. However, such an effect of synergy can be exploited to its full extent only when viable separation techniques are applied to separate organic by-products of HTC and water. The results presented in this study show that using cascade membrane systems (microfiltration (MF) → ultrafiltration (UF) → nanofiltration (NF)), using polymeric membranes, can facilitate such separation. The best results were obtained by conducting sequential treatment of the liquid by-product of HTC in the following membrane sequence: MF 0.2 µm → UF PES 10 → NF NPO30P, which allowed reaching COD removal efficiency of almost 60%.