In recent years, the consumption of blue-green algae (BGA) dietary supplements is increasing because of their health benefits. However, cyanobacteria can produce cyanotoxins, which present serious health risks. In this work we propose hydrophilic interaction liquid chromatography coupled with tandem mass spectrometry (HILIC-MS/MS) to determine cyanotoxins in BGA dietary supplements. Target toxins, including microcystin-leucine-arginine (MC-LR) and microcystin-arginine-arginine (MC-RR), nodularin, anatoxin-a and three non-protein amino acids, β-N-methylamino-L-alanine (BMAA), 2,4-diaminobutyric acid (DAB) and N-(2-aminoethyl)glycine (AEG), were separated using a SeQuant ZIC-HILIC column. Cyanotoxin extraction was based on solid–liquid extraction (SLE) followed by a tandem-solid phase extraction (SPE) procedure using Strata-X and mixed-mode cation-exchange (MCX) cartridges. The method was validated for BGA dietary supplements obtaining quantification limits from 60 to 300 µg·kg−1. Nine different commercial supplements were analyzed, and DAB, AEG, and MCs were found in some samples, highlighting the relevance of monitoring these substances as precaution measures for the safe consumption of these products.