Integration of microalgae-based systems with conventional wastewater treatment plants provides an effective alternative to waste stream management. In this work, alkaline and enzymatic pretreatments of a microalgal culture mainly constituted by Chlorella sp. and Scenedesmus sp. and cultivated in wastewater from an industrial winery wastewater treatment plant were assessed. Microalgal enzymatic pretreatments were expected to overcome algal recalcitrancy before anaerobic digestion. pH-induced flocculation at pH 10 and 11 did not enhance microalgal harvesting and solubilisation, achieving a performance similar to that of natural sedimentation. Enzymatic hydrolysis of algal biomass was carried out using three commercial enzymatic cocktails (A, B and C) at two enzymatic doses (1% and 2% (v/v)) over 3 h of exposure time at 37 °C. Since pretreatments at a 1% dose for 0.5 h and 2% dose for 2 h achieved higher solubilisation, they were selected to evaluate the influence of the pretreatment on microalgal anaerobic digestibility. Biochemical methane potential tests showed that the pretreatments increased the methane production of the raw algal biomass 3.6- to 5.3-fold. The methane yield was 9–27% higher at the lower enzyme dose. Hence, microalgae pretreated with enzymes B and C at a 1% dose were co-digested with waste activated sludge (WAS). Even when the enzyme increased the methane yield of the inoculum and the WAS, the methane yield of the raw microalgae and WAS mixture was not significantly different from that obtained when algae were enzymatically pretreated. Nonetheless, co-digestion may achieve the goals of a waste recycled bio-circular economy.