Photocatalytic Membrane Reactors (PMRs) are green and promising technologies for sustainable applications. The recent scientific literature on PMRs is reviewed with a particular focus on the photocatalytic hydrogen production from water splitting, CO2 conversion to solar fuels (CH3OH, C2H5OH, CH4 and HCOOH) and organic synthesis such as oxidation (benzene to phenol, cyclohexane to cyclohexanol, ferulic acid to vanillin) and reduction reactions (acetophenone to phenylethanol). Different types of PMRs, synthesis of various photocatalytic membranes and modification of some semiconductors, to improve selectivity and yield also under visible light, are discussed. The described results show that combination of photocatalysis and a membrane process to build PMRs is a promising approach in view of large-scale application and use of solar energy.