We don’t have such kind of option to all datasets in Azure portal, we can perform this operation using PowerShell snippet
Get-AzureRmDataFactory -ResourceGroupName <rgname> -Name <factory name> Get-AzureRmDataFactoryDataset | Remove-AzureRmDataFactoryDataset
We can append -Force to Remove-AzureRmDataFactoryDataset, which will stop the cmdlet from prompting us before deleting each dataset.
Note: Datasets cannot be deleted if they are being referenced by some existing pipeline.