Consumers are very concerned with following a healthy diet, along with some precautions that may influence environmental impact. Solanum melongena L. is one of the most consumed vegetables due to its excellent nutritional value and antioxidant action. Associated with its high consumption, considerable amounts of agro-food wastes are produced. This work targets the valorization of this matrix, through the use of its bio-residues to study the obtention of coloring pigments, applying innovative technologies. Its nutritional value, chemical composition, and bioactive potential were evaluated, and the ultrasound-assisted extraction to obtain coloring pigments of high industrial interest was optimized. Considering the results, low contents of fat and carbohydrates and energy value were evident, as well as the presence of compounds of interest (free sugars, organic acids, unsaturated fatty acids, and phenolic acids). In addition, the antioxidant and antimicrobial potential was detected. Response surface methodology was performed to optimize the extraction of natural pigments, showing a concentration of 11.9 mg/g of anthocyanins/g of extract, applying optimal conditions of time, solvent, and solid/liquid ratio of 0.5 min, 68.2% (v/v) and 5 g/L, respectively. S. melongena proved to be a good source of bioactive compounds and natural pigments, which can generate great interest in the food industry.