Hazelnuts represent a potential source of mycotoxins that pose a public health issue due to their increasing consumption as food ingredients worldwide. Hazelnuts contamination by mycotoxins may derive from fungal infections occurring during fruit development, or in postharvest. The present review considers the available data on mycotoxins detected in hazelnuts, on fungal species reported as infecting hazelnut fruit, and general analytical approaches adopted for mycotoxin investigation. Prompted by the European safety regulation concerning hazelnuts, many analytical methods have focused on the determination of levels of aflatoxin B1 (AFB1) and total aflatoxins. An overview of the available data shows that a multiplicity of fungal species and further mycotoxins have been detected in hazelnuts, including anthraquinones, cyclodepsipeptides, ochratoxins, sterigmatocystins, trichothecenes, and more. Hence, the importance is highlighted in developing suitable methods for the concurrent detection of a broad spectrum of these mycotoxins. Moreover, control strategies to be employed before and after harvest in the aim of controlling the fungal contamination, and in reducing or inactivating mycotoxins in hazelnuts, are discussed.