Phenolic compounds from a hydroalcoholic extract of wet olive pomace were purified and concentrated by an integrated membrane process in organic media. First, UF010104 (Solsep BV) and UP005 (Microdyn Nadir) membranes were tested to be implemented in the ultrafiltration stage, with the aim of purifying the extract and obtaining a permeate enriched in phenolic compounds. Despite the high flux observed with the UF010104 membrane (20.4 ± 0.7 L·h−1·m−2, at 2 bar), the UP005 membrane was selected because of a more suitable selectivity. Even though some secoiridoids were rejected, the permeate stream obtained with this membrane contained high concentrations of valuable simple phenols and phenolic acids, whereas sugars and macromolecules were retained. Then, the ultrafiltration permeate was subjected to a nanofiltration step employing an NF270 membrane (DuPont) for a further purification and fractionation of the phenolic compounds. The permeate flux was 50.2 ± 0.2 L·h−1·m−2, working at 15 bar. Hydroxytyrosol and some phenolic acids (such as vanillic acid, caffeic acid, and ferulic acid) were recovered in the permeate, which was later concentrated by reverse osmosis employing an NF90 membrane. The permeate flux obtained with this membrane was 15.3 ± 0.3 L·h−1·m−2. The concentrated phenolic mixture that was obtained may have important applications as a powerful antioxidant and for the prevention of diabetes and neurodegenerative diseases.