Mycotoxins are produced by fungi that contaminate livestock feed in many parts of the World and can represent a challenge for human and animal health. The most frequent recovered fungi producing mycotoxins in dairy farms are represented by genera Aspergillus, Fusarium, and Penicillium. Cancerogenic properties were highlighted for mycotoxins, in particular for aflatoxins, ochratoxins, fumosin, highlighting the interest in recovery methods for these mycotoxins and focusing on possible mechanisms able to avoid fungal feed contamination and mycotoxins dispersal. Contamination by mycotoxins can thus spread from feed, damage cattle dairy and threaten human health. The countries bordering the Mediterranean Sea showed consolidated traditions in cattle livestock and several studies evidenced the concern of mycotoxins contamination in cattle farms and in dairy products, representing a serious challenge for human health. Moreover, climate change and temperature increase favour fungal production of mycotoxins, thus adding important concerns for human health. This concern assumes more serious aspects if considering that the Mediterranean basin is a hotspot in terms of climate change. This mini review describes the concern of mycotoxins contamination in dairy livestock feed and in dairy products, with a focus on countries bordering the Mediterranean basin.