Wikipedia Article About Hazelnut oil on Wikipedia Hazelnut oil, pressed from hazelnuts, is strongly flavoured and used as a cooking oil. Hazlenut oil is not cheap. It's also not easy to find. You will need to go to an upscale or organic oriented supermarket to find it. Because it's so strong flavored, hazelnut oil is generally combined with lighter oils. It can be used in dressings, to flavor sauces and main dishes and in baked goods.