Microplastics (MPs) are plastic particles with size smaller than 5 mm: their removal in municipal wastewater treatment plants mostly results in the accumulation of the coarser fraction into the sludge. The common application of the treated sludge as soil amendment raises the issue of the uncontrolled release of MPs into the environment, which depicts the need to identify suitable counteraction strategies. This work briefly reviews the most recent studies that focus on the fate of MPs during conventional sludge treatments, and, based on the results of this analysis, proposes the thermal pretreatment (120 °C, 30 min) of waste activated sludge (WAS) containing different kinds of MPs, in order to investigate its effect on the anaerobic biodegradability as well as on the abundance and physical features of MPs. Experimental results show that high temperatures did not alter polyethylene terephthalate (PET) MPs but the biodegradable-compostable ones (BIO-MPs), complying with the UNI EN 13432 standards. The profile of methane generation from thermally pretreated samples containing PET-MPs do not indicate any inhibition of the anaerobic process, which was positively influenced by the BIO-MPs in WAS: a 100% and 25% methane increase was observed over the control samples with and without the thermal pretreatment, respectively. Further studies are needed to better understand the mechanisms underlying biodegradable MPs behavior as well as to investigate the influence of high temperature treatments on smaller size MPs during anaerobic processes.