While there is no such option to delete all datasets in the portal, you can do this using the PowerShell snippet:
Get-AzureRmDataFactory -ResourceGroupName <rgname> -Name <factory name> | Get-AzureRmDataFactoryDataset | Remove-AzureRmDataFactoryDataset
You might want to add -Forceto Remove-AzureRmDataFactoryDatasetthat it will stop requesting the cmdlet before deleting each data set. Keep in mind that datasets cannot be deleted if they are referenced by some existing pipeline.