Freed from phase-matching constraints, plasmonic metasurfaces have contributed significantly to the control of the optical nonlinearity and enhancing the nonlinear generation efficiency by engineering subwavelength meta-atoms. However, the high dissipative losses and the inevitable thermal heating limit their applicability in nonlinear nanophotonics. All-dielectric metasurfaces, supporting both electric and magnetic Mie-type resonances in their nanostructures, have appeared as a promising alternative to nonlinear plasmonics. High-index dielectric nanostructures, allowing additional magnetic resonances, can induce magnetic nonlinear effects, which along with electric nonlinearities increase the nonlinear conversion efficiency. In addition, low dissipative losses and high damage thresholds provide an extra degree of freedom for operating at high pump intensities, resulting in a considerable enhancement of the nonlinear processes. In this review, we discuss the current state-of-the-art in the intensely developing area of all-dielectric nonlinear nanostructures and metasurfaces, including the role of Mie modes, Fano resonances and anapole moments for harmonic generation, wave mixing, and ultrafast optical switching. Furthermore, we review the recent progress in the nonlinear phase and wavefront control using all-dielectric metasurfaces. We discuss techniques to realize all-dielectric metasurfaces for multifunctional applications and generation of secondorder nonlinear processes from CMOS compatible materials.