The occurrence and dietary exposure assessment of 16 mycotoxins, 6 biogenic amines (BAs), and 13 metallic elements in blue-veined cheeses (n = 46) is reported. Co-occurrence of mycophenolic acid (≤599 µg·kg−1) with roquefortine C (≤5454 µg·kg−1) was observed in 63% of the tested cheeses, while BAs were frequently present at concentrations between 0.2 and 717 mg kg−1. The concentrations of heavy metals in cheeses were very low. Chronic/acute exposure assessment based on consumption data from different European populations indicated that the levels of mycotoxins and heavy metals are safe to consumers, whereas, rather high hazard indexes (HI up to 0.77) were determined for BAs according to the worst-case scenario based on high consumption and 95th percentile occurrence. A more detailed acute dietary intake study indicated that histamine and tyramine were predominant among these BAs, reaching 27 and 41% of the acute oral intake reference doses.