Alternaria fungi dominate the grain microbiota in many regions of the world; therefore, the detection of species that are able to produce mycotoxins has received much attention. A total of 178 grain samples of wheat, barley and oat obtained from the Urals and West Siberia regions of Russia in 2017–2019 were included in the study. Grain contamination with Alternaria fungi belonging to sections Alternaria and Infectoriae was analysed using qPCR with specific primers. The occurrence of four mycotoxins produced by Alternaria, AOH, AME, TEN, and TeA, was defined by HPLC-MS/MS. Alternaria DNA was found in all analysed grain samples. The prevalence of DNA of Alternaria sect. Alternaria fungi (range 53 × 10−4–21,731 × 10−4 pg/ng) over the DNA of Alternaria sect. Infectoriae (range 11 × 10−4‒4237 × 10−4 pg/ng) in the grain samples was revealed. Sixty-two percent of grain samples were contaminated by at least two Alternaria mycotoxins. The combination of TEN and TeA was found most often. Eight percent of grain samples were contaminated by all four mycotoxins, and only 3% of samples were free from the analysed secondary toxic metabolites. The amounts varied in a range of 2–53 µg/kg for AOH, 3–56 µg/kg for AME, 3–131 µg/kg for TEN and 9–15,000 µg/kg for TeA. To our knowledge, a new global maximum level of natural contamination of wheat grain with TeA was detected. A positive correlation between the amount of DNA from Alternaria sect. Alternaria and TeA was observed. The significant effects of cereal species and geographic origin of samples on the amounts of DNA and mycotoxins of Alternaria spp. in grain were revealed. Barley was the most heavily contaminated with fungi belonging to both sections. The content of AOH in oat grain was, on average, higher than that found in wheat and barley. The content of TEN in the grain of barley was lower than that in wheat and similar to that in oat. The content of TeA did not depend on the cereal crop. The effect of weather conditions (summer temperature and rainfall) on the final fungal and mycotoxin contamination of grain was discussed. The frequent co-occurrence of different Alternaria fungi and their mycotoxins in grain indicates the need for further studies investigating this issue.