Natural toxins are chemical substances that are not toxic to the organisms that produce them, but which can be a potential risk to human health when ingested through food. Thus, it is of high interest to develop advanced analytical methodologies to control the occurrence of these compounds in food products. However, the analysis of food samples is a challenging task because of the high complexity of these matrices, which hinders the extraction and detection of the analytes. Therefore, sample preparation is a crucial step in food analysis to achieve adequate isolation and/or preconcentration of analytes and provide suitable clean-up of matrix interferences prior to instrumental analysis. Current trends in sample preparation involve moving towards “greener” approaches by scaling down analytical operations, miniaturizing the instruments and integrating new advanced materials as sorbents. The combination of these new materials with sorbent-based microextraction technologies enables the development of high-throughput sample preparation methods, which improve conventional extraction and clean-up procedures. This review gives an overview of the most relevant analytical strategies employed for sorbent-based microextraction of natural toxins of exogenous origin from food, as well as the improvements achieved in food sample preparation by the integration of new advanced materials as sorbents in these microextraction techniques, giving some relevant examples from the last ten years. Challenges and expected future trends are also discussed.