In this paper, a study on the feasibility of the treatment of raw cheese whey by anaerobic co-digestion using coffee pulp residues as a co-substrate is presented. It considers raw whey generated in artisanal cheese markers, which is generally not treated, thus causing environmental pollution problems. An experimental design was carried out evaluating the effect of pH and the substrate ratio on methane production at 35 °C (i.e., mesophilic conditions). The interaction of the parameters on the co-substrate degradation and the methane production was analyzed using a response surface analysis. Furthermore, two kinetic models were proposed (first order and modified Gompertz models) to determine the dynamic profiles of methane yield. The results show that co-digestion of the raw whey is favored at pH = 6, reaching a maximum yield of 71.54 mLCH4 gVSrem−1 (31.5% VS removed) for raw cheese whey and coffee pulp ratio of 1 gVSwhey gVSCoffe−1. The proposed kinetic models successfully fit the experimental methane production data, the Gompertz model being the one that showed the best fit. Then, the results show that anaerobic co-digestion can be used to reduce the environmental impact of raw whey. Likewise, the methane obtained can be integrated into the cheese production process, which could contribute to reducing the cost per energy consumption.