A ceramic membrane with pore size of 0.2 μm was used to percolate grain stillage of very high gravity (VHG) ethanol fermentation from corn, and the micro-filtration permeate was completely recycled for the cooking step in the next fermentation process. The concentrations of solids, sugars, total nitrogen and Na+ in the grain stillage and permeate reached a relative steady state after two or three batches of filtration and recycling process. There are no negative effects of by-products on VHG ethanol fermentation, and the final ethanol yield was above 15% (v/v). The conditions of filtration were examined to determine the optimum conditions for the process and included an initial flux of clean water above 550 L·m−2·h−1 (0.1 MPa), an operating differential pressure of 0.15 MPa, an operating temperature above 70 °C, and a permeation flux greater than 136 L·m−2·h−1. It could be concluded that full permeate recycling during ethanol production was an efficient process that resulted in less pollution and less energy consumption.