This review presents a survey of some heterogeneous photocatalytic processes for the synthesis of high-value added compounds carried out in photocatalytic membrane reactors (PMRs). The two technologies can be easily integrated due to the similar conditions at which they usually operate. Furthermore, significant advantages derive from the coupling and in some cases also synergistic effects can be observed. These features have been highlighted for the photocatalytic syntheses reviewed along with engineering and design aspects investigated for some industrially relevant high-value added compounds. Notably, photocatalytic syntheses carried out in PMRs are still rare mainly because interdisciplinary competences and collaborations are often required in this field. However, we hope that a survey of the recently reported examples may inspire researchers for future developments and new opportunities.