Valorization of agri-food organic waste in order to reach zero waste using cleaner methods is still a challenge. Therefore, both anaerobic co-digestion (ACD) (biological process) and adsorption (physicochemical process) were used in combination for this objective. ACD allows the activation of biodegradable organic matter by microbial action and produces a digestate (co-product). This coproduct was used as a raw material to produce porous carbon having a high specific surface area after chemical treatment using sulfuric acid and thermal activations at temperature T = 350 °C. The resulted material was used for the preparation of core–shell particles with a core made of porous carbon and a shell consisting mainly of alginate and a calcium ion layer. The final core–shell particles were then used for dye treating wastewater and solving the solid–liquid separation problem in the adsorption process. We show here that in the ACD process, significant bio-methane potential (BMP) was produced. Furthermore, the data indicate that 153 L CH4 kg·SV–1 of BMP was produced under optimum conditions of pH = 8 and inoculum/load ratio = 1.2. The overall results concerning the methylene blue (MB) adsorption from water onto the core–shell particles show the occurrence of a maximum adsorbed amount equal to 26.178 mg g–1, and good agreement was found between the experimental adsorption data with pseudo-second-order and Langmuir theoretical models. The response surface methodology coupled with the central composite design has allowed the identification of optimal conditions for MB removal and has led to the elucidation of adsorption mechanism and the regeneration of the adsorbent without the occurrence of the solid/liquid separation problem.