Phyllo dough is usually kept in the freezer section of every supermarket. You can find phyllo dough in the freezer section of your local supermarket next to puff pastry and pie crusts. Note that phyllo dough comes in frozen form, so you need to let it thaw overnight in the fridge before using it. Please don't use your microwave or oven to thaw phyllo dough as it would make the dough sweat and get mushy.