The hidden symmetries of higher dimensional Euclideanised Kerr-NUT-(A)dS metrics are investigated. In certain scaling limits these metrics are related to the Einstein-Sasaki ones. The complete set of Killing-Yano tensors of the Einstein-Sasaki spaces are presented. For this purpose the Killing forms of the Calabi-Yau cone over the Einstein-Sasaki manifold are constructed. Two new Killing forms on Einstein-Sasaki manifolds are identified associated with the complex volume form of the cone manifolds. As a concrete example we present the complete set of Killing-Yano tensors on the five-dimensional Einstein-Sasaki Y(p, q) spaces. The corresponding hidden symmetries are not anomalous and the geodesic equations are superintegrable.