Microalgae represent an important source of valuable bioproducts (such as food, nutraceuticals, antioxidants, and pigments) and biofuel. They grow spontaneously in surface water and represent a contaminant that has to be separated. There is thus an urgent need to develop technologies to harvest and refine them. Depending on the microalgae species, different biocompounds can be found and appropriate separation and purification methods must be refined and selected. In this work, microalgae harvested in the Hammam Boughrara dam, situated in Tlemcen (north-west of Algeria), were used as source to recover and fractionate bio-derived molecules using membrane-assisted processes. This study identified a suitable strategy to fractionate biomolecules using ultrafiltration (UF) membranes. To maintain a stable permeate flux it was necessary to decrease the complexity of the solution prior to UF. This was achieved by separating triacylglycerols (TAGs) and pigments, after breaking cells, by solid-liquid-liquid extraction with a green solvent. The UF of the remaining aqueous phase permitted a recovery factor of 70% of the proteins and more than 85% of the carbohydrates in the retentate. The TAGs that were not recovered in the green solvent, and remained in the aqueous phase, were separated in the permeate with a purity of about 70% and a recovery factor of about 60%.