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Recently, the attitude towards waste has changed along with innovations making waste as a new resource. Agricultural and forestry wastes (AFWs) are globally produced in huge amounts and thought to be an important resource to be used for decreasing the dependence on fossil fuels. The central issue is to take use of AFW for different types of products making it a source of energy and at the same time refining it for the production of valuable chemicals. In this review, we present an overview of the composition and pretreatment of AFINs, thermochemical liquefaction including direct liquefaction and indirect liquefaction (liquid products from syngas by gasification) for producing biofuels and/or chemicals. The following two key points were discussed in-depth: the solvent or medium of thermochemical conversion and circular economy of liquid products. The concept of bio-economy entails economic use of waste streams, leading to the widened assessment of biomass use for energy where sustainability is a key issue coined in the circular economy. The smart use of AFWs requires a combination of available waste streams and local technical solutions to meet sustainability criteria. 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