Cell walls are deeply involved in the molecular talk between partners during plant and microbe interactions, and their role in mycorrhizae, i.e., the widespread symbiotic associations established between plant roots and soil fungi, has been investigated extensively. All mycorrhizal interactions achieve full symbiotic functionality through the development of an extensive contact surface between the plant and fungal cells, where signals and nutrients are exchanged. The exchange of molecules between the fungal and the plant cytoplasm takes place both through their plasma membranes and their cell walls; a functional compartment, known as the symbiotic interface, is thus defined. Among all the symbiotic interfaces, the complex intracellular interface of arbuscular mycorrhizal (AM) symbiosis has received a great deal of attention since its first description. Here, in fact, the host plasma membrane invaginates and proliferates around all the developing intracellular fungal structures, and cell wall material is laid down between this membrane and the fungal cell surface. By contrast, in ectomycorrhizae (ECM), where the fungus grows outside and between the root cells, plant and fungal cell walls are always in direct contact and form the interface between the two partners. The organization and composition of cell walls within the interface compartment is a topic that has attracted widespread attention, both in ecto- and endomycorrhizae. The aim of this review is to provide a general overview of the current knowledge on this topic by integrating morphological observations, which have illustrated cell wall features during mycorrhizal interactions, with the current data produced by genomic and transcriptomic approaches.