Mycotoxins are well-known secondary metabolites produced by several fungi that grow and occur in different crops during both pre-harvest and post-harvest conditions. The contamination and occurrence of mycotoxins currently represent some of the major issues in the entire agri-food system. The quantification of mycotoxins in different feeds and foodstuffs is extremely difficult because of the low concentration ranges; therefore, both sample collection and preparation are essential to providing accurate detection and reliable quantification. Currently, several analytical methods are available for the detection of mycotoxins in both feed and food products, and liquid chromatography coupled with high-resolution mass spectrometry (LC-HRMS) represents the most reliable instrumental approach. In particular, the fast development of high-throughput methods has made it possible to screen and analyze, in the same analytical run and with high accuracy, multiple mycotoxins, such as those regulated, masked, or modified, and emerging ones. Therefore, the aim of this review is to provide an overview of the state of the art of mycotoxins occurrence, health-related concerns, and analyses, discussing the need to perform multi-screening approaches combined with omics technologies to simultaneously analyze several mycotoxins in different feed and food matrices. This approach is expected to provide more comprehensive information about the profile and distribution of emerging mycotoxins, thus enhancing the understanding of their co-occurrence and impact on the entire production chain.