WordPress – Get WooCommerce onSale products on Archives

Expanding the answer from @loictheaztec, the best solution is to have an extra option in the sorting options

I've added a bit of extra code to make it work with the "Product attribute filter" and "Product Categories List" widgets, both will display only options with sale products available and avoid getting empty lists

/**
 * Add orderby options for onsale
 */
function enable_catalog_on_sale( $args ) {

    if ( isset( $_GET['orderby'] ) ) {
        if ( 'on-sale' == $_GET['orderby'] ) {
            return array( 'orderby'  => 'menu_order title', 'order' => 'ASC' );
        }
    }
    return $args;
}
add_filter( 'woocommerce_get_catalog_ordering_args', 'enable_catalog_on_sale' );

/**
 * Add new product orderby option
 */
function add_catalog_on_sale( $orderby_options ) {
    $orderby_options['on-sale']  = __("Solo en oferta", "woocommerce");
    return $orderby_options;
}
add_filter( 'woocommerce_catalog_orderby', 'add_catalog_on_sale' );

/**
 * Filter WooCommerce query to only include on sale products when 'orderby === 'on-sale'
 */
function product_query_on_sale( $q ) {
    if ( ! is_admin() && isset( $_GET['orderby'] ) && $_GET['orderby'] === 'on-sale' ) {
        $q->set( 'post__in', array_merge( array( 0 ), wc_get_product_ids_on_sale() ) );
    }
}
add_action( 'woocommerce_product_query', 'product_query_on_sale' );

/**
 * Hook the WC Term Product Count Query to filter only for sale products
 */
function filter_term_product_query_sale( $query ) {
    if ( ! is_admin() && isset( $_GET['orderby'] ) && $_GET['orderby'] === 'on-sale' ) {
        $query['where'] .= ' AND wp_posts.ID IN (' . implode(',', wc_get_product_ids_on_sale()) . ')';
    }
    return $query;
}
add_filter('woocommerce_get_filtered_term_product_counts_query', 'filter_term_product_query_sale' );

/**
 * Get product categories IDs with products on sale
 */
function get_product_cat_ids_with_sale_products() {
    global $wpdb;

    $query = "
            SELECT DISTINCT t.term_id
            FROM {$wpdb->terms} AS t
            JOIN {$wpdb->term_taxonomy} AS tt ON t.term_id = tt.term_id
            JOIN {$wpdb->term_relationships} AS tr ON tt.term_taxonomy_id = tr.term_taxonomy_id
            JOIN {$wpdb->posts} AS p ON tr.object_id = p.ID
            JOIN {$wpdb->postmeta} AS pm ON p.ID = pm.post_id
            WHERE tt.taxonomy = 'product_cat'
            AND pm.meta_key = '_sale_price'
            AND pm.meta_value != ''
    ";
    $category_ids = $wpdb->get_col($query);
    return $category_ids;
}

/**
 * Hook on arguments for wp_list_categories for WooCommerce Categories Widget to get only the ones with sale products
 */
function add_orderby_product_category_link( $args ) {
    if ( ! is_admin() && isset( $_GET['orderby'] ) && $_GET['orderby'] === 'on-sale' ) {
        $args['include'] = get_product_cat_ids_with_sale_products();
    }
    return $args;
}
add_filter('woocommerce_product_categories_widget_args', 'add_orderby_product_category_link', 10, 3 );

Also, to make the categories links in widget gets the orderby parameter, I've used som Javascript

document.addEventListener("DOMContentLoaded", function() {
  // Get the query string from the URL
  var queryString = window.location.search;

  // Function to get the value of a parameter from the query string
  function getParameterValue(parameter) {
    var parameterIndex = queryString.indexOf(parameter);
    if (parameterIndex !== -1) {
      var start = parameterIndex + parameter.length + 1; // +1 to skip the '=' sign
      var end = queryString.indexOf('&', start) !== -1 ? queryString.indexOf('&', start) : queryString.length;
      return queryString.substring(start, end);
    }
    return null;
  }

  // Find all links within elements with class "widget_product_categories"
  var widgetLinks = document.querySelectorAll('.widget_product_categories a');

  // Loop through the links and add the "orderby" parameter
  widgetLinks.forEach(function(link) {
    var href = link.getAttribute('href');
    var existingOrderbyValue = getParameterValue('orderby');
    if (existingOrderbyValue && href.indexOf('orderby') === -1) {
      var delimiter = href.includes('?') ? '&' : '?';
      link.setAttribute('href', href + delimiter + 'orderby=' + existingOrderbyValue);
    }
  });
});