Hydrothermal pretreatment (HTP) (Hot water extraction (HWE) and steam pretreatment) and pyrolysis have the potential to liquefy lignocellulosic biomass. HTP produces hydrolysate, consisting mainly of solubilized hemicellulose, while pyrolysis produces aqueous pyrolysis liquid (APL). The liquid products, either as main products or by-product, can be used as anaerobic digestion (AD) feeds, overcoming shortcomings of solid-state AD (SS-AD). This paper reviews HWE, steam pretreatment, and pyrolysis pretreatment methods used to liquefy lignocellulosic biomass, AD of liquefied products, effects of inhibition from intermediate by-products such as furan and phenolic compounds, and pretreatment tuning to increase methane yield. HTP, focusing on methane production, produces less inhibitory compounds when carried out at moderate temperatures. APL is a challenging feed for AD due to its complexity, including various inhibitory substances. Pre-treatment of biomass before pyrolysis, adaptation of microorganism to inhibitors, and additives, such as biochar, may help the AD cultures cope with inhibitors in APL.