This work proposes a valorization route for spent coffee grounds (SCG), a widespread lignocellulosic residue, encompassing the production of: biomethane, lignin, and oligosaccharides as value-added products obtained simultaneously during a mild alkaline (NaOH) pretreatment. The studied operational variables were the reaction time (60–240 min), temperature (25–75 °C), and the NaOH concentration (0–2.5 M). The severity factor suitably describes the global process kinetics, with higher severities (log Mo = 5.5) yielding high product yields, 18.02% and 13.25% (on dry SCG basis) for lignin and oligosaccharides (XGMOS), respectively. Solid yield is negatively impacted by all studied variables (at the 95% confidence level). Conversely, XGMOS yield is positively influenced both by time and catalyst concentration, whereas lignin yield is only (positively) influenced by catalyst concentration. Optimal balance between product formation and potential operational costs is putatively achieved when using 0.625 M NaOH, at 50 °C for 60 min. The mild alkaline pretreated biomass (MAP-SCG) was compared to untreated SCG for biomethane production by anaerobic co-digestion with pig slurry (PS), using a ratio of biomass/PS = 1/3 (volatile solids (VS) basis). The proposed valorization route enabled the sequential production of 6.25 kg lignin, 6.36 kg oligosaccharides, and 138.05 kg biomethane per 100 kg of non-extracted SCG (and 287.60 kg pig slurry), in an integrated process that is technically feasible and promotes the circular bioeconomy.