This paper reviews the investigated applications of membrane reactors for in situ water removal during catalytic reactions in the food, pharmaceutical, cosmetics, and petrochemical sectors. The global target in the works reported herein was the design of a compact and more efficient catalytic reactor (process intensification). By applying in situ water removal, two objectives have been pursued: i) overcoming the thermodynamic limitations of the reaction and ii) avoiding catalyst poisoning. Different solution strategies proposed to overcome the difficulties in operating a membrane reactor in extreme acidic or temperature conditions are addressed covering various aspects ranging from membrane materials to reactor configuration design using pervaporation or vapor permeation techniques. As a general remark, membrane materials (polymeric and inorganic) still lack the required characteristics or reproducibility necessary for industrial application in the sectors under study. Further investigation is required to accomplish this task.