Mycotoxins are secondary metabolites of fungi that contaminate food and feed and have a significant negative impact on human and animal health and productivity. The tropical condition in Sub-Saharan Africa (SSA) together with poor storage of feed promotes fungal growth and subsequent mycotoxin production. Aflatoxins (AF) produced by Aspergillus species, fumonisins (FUM), zearalenone (ZEN), T-2 toxin (T-2), and deoxynivalenol (DON) produced by Fusarium species, and ochratoxin A (OTA) produced by Penicillium and Aspergillus species are well-known mycotoxins of agricultural importance. Consumption of feed contaminated with these toxins may cause mycotoxicoses in animals, characterized by a range of clinical signs depending on the toxin, and losses in the animal industry. In SSA, contamination of dairy feed with mycotoxins has been frequently reported, which poses a serious constraint to animal health and productivity, and is also a hazard to human health since some mycotoxins and their metabolites are excreted in milk, especially aflatoxin M1. This review describes the major mycotoxins, their occurrence, and impact in dairy cattle diets in SSA highlighting the problems related to animal health, productivity, and food safety and the up-to-date post-harvest mitigation strategies for the prevention and reduction of contamination of dairy feed.