In this work, a multi-analytical platform that allows obtaining and characterizing high-added value compounds from natural sources is presented, with a huge potential in traditional medicine, natural products characterization, functional foods, etc. Namely, the proposed multi-analytical platform is based on the combination of pressurized liquid extraction (PLE), liquid chromatography (LC) and gas chromatography quadrupole time-of-flight mass spectrometry GC-q-TOF-MS(/MS), in vitro assays and modelling tools for guiding extraction optimization. As case study, goldenberry or cape gooseberry fruit (Physalys peruviana L.) was selected. In particular, the potential of P. peruviana calyces, an important by-product of goldenberry processing, as promising source of bioactive compounds was evaluated. Selection of the most suitable solvent for PLE was based on the Hansen solubility parameters (HSP) approach using 4ß-hydroxywithanolide E (4ßHWE) and withanolide E (WE) as target compounds due to their bioactive potential. A surface response methodology was further applied for the optimization of the PLE parameters: temperature (50, 100 and 150 °C) and solvent composition (% EtOH in the mixture EtOH/EtOAc). The effects of the independent variables on extraction yield, withanolides content (4ßHWE and WE), total phenolic content (TPC), total flavonoids content (TFC) and antioxidant activity (EC50 and TEAC) were evaluated in order to obtain withanolide-rich extracts from P. peruviana calyces. The extract obtained under optimal conditions (at 125 °C and 75% EtOH v/v) exhibited satisfactory extraction yield (14.7%) and moderate antioxidant activity (with an EC50 value of 77.18 µg mL-1 and 1.08 mM trolox g-1), with 4ßHWE and WE concentrations of 8.8 and 2.3 mg g-1, respectively. LC-q-TOF-MS/MS analysis of the extract allowed the quantitation of 4ßHWE and WE and the tentative identification of several other withanolides structures. The obtained results demonstrate the great potential of this multi-analytical approach for developing valorisation strategies of food by-products under sustainable conditions, to obtain bioactive-enriched extracts with potential medicinal or health-promoting properties.