The relevance of food composition for human health has increased consumers’ interest in the consumption of fruits and vegetables, as well as foods enriched in bioactive compounds and nutraceuticals. This fact has led to a growing attention of suppliers on reuse of agro-industrial wastes rich in healthy plant ingredients. On this matter, grape has been pointed out as a rich source of bioactive compounds. Currently, up to 210 million tons of grapes (Vitis vinifera L.) are produced annually, being the 15% of the produced grapes addressed to the wine-making industry. This socio-economic activity generates a large amount of solid waste (up to 30%, w/w of the material used). Winery wastes include biodegradable solids namely stems, skins, and seeds. Bioactive compounds from winery by-products have disclosed interesting health promoting activities both in vitro and in vivo. This is a comprehensive review on the phytochemicals present in winery by-products, extraction techniques, industrial uses, and biological activities demonstrated by their bioactive compounds concerning potential for human health.