While baking produces attractive flavors for foods, it also generates various endogenous by-products, including acrylamide (AA), 5-hydroxymethylfurfural (5-HMF), advanced glycation end products (AGEs) and methylimidazole (MI). This review briefly presents the recent studies on the above hazards, and research progress on the formation and control of the above substances in detail. There have been more detailed studies on a single category of hazards. However, few studies and reports have considered the integrated prevention and control of multiple hazards, which is related to the difficulty of analyzing the reaction mechanisms of multiple hazards at multiple scales and under multiple phases in complex food matrices. In this regard, the sample pretreatment methods are a crucial step in achieving simultaneous detection. The coordinated implementation of various methods, including reducing precursor levels, modifying baking conditions and equipment, and incorporating exogenous additives, is necessary to achieve a synchronized reduction in multiple hazardous substances.