Fenton’s oxidation has been widely studied for treatment of winery wastewater (WW). However, the generation of iron sludges imposes a significant drawback for this treatment process. Consequently, an integrated methodology was tested involving the application of ion exchange resins that recover dissolved iron without sludge production in Fenton’s Process. The aim of this study is optimizing Fenton oxidation for the abatement of COD in WW. Using a methodology design of experiments (DOE), Fenton process was able to remove up to 57% of chemical oxygen demand (COD) when pH 3, reaction time 1 h, [H2O2] = 0.15 molL−1 and [H2O2]/[Fe2+] = 15 were applied. A cationic ion-exchange resin, Dowex Marathon C, was able to recover iron present in the effluent after the oxidation process. Continuous and discontinuous trials were conducted in this scope for the synthetic solution and the real effluent after Fenton. The innovative methodology of using IE to circumvent Fenton's peroxidation limitation will surely lead to a widespread application of IE in the treatment of industrial effluents.