Membrane reactors (MR) are known for their ability to improve the selectivity and yield of chemical reactions. In this paper, a novel high-pressure MR employing a liquid sweep was applied to the methanol synthesis (MeS) reaction, aiming to increase the per single-pass conversion. For carrying-out the reaction, an asymmetric ceramic membrane was modified with a silylating agent in order to render its pore surface hydrophobic. A commercial MeS catalyst was used for the reaction, loaded in the MR shell-side, while the tube-side was swept with a high boiling point organic solvent with high solubility towards methanol. The membrane reactor was studied under a variety of experimental conditions (different pressures, temperatures, space times, and liquid sweep flow rates) and showed improved carbon conversion when compared to the conventional packed-bed reactor operating under the same conditions.