Massive MySQL delete from CSV file
DELETE TECHNIQUE #1
If you have a massive delete of keys, you may want to resort to the opposite of doing a massive DELETE: Create the table with the remaining values.
Let's say you loaded a table from the CSV file called KeysToDelete with the field mykey
Here is how to perform the massive DELETE without using DELETE
CREATE TABLE mynewtable FROM mytable;
INSERT INTO mynewtable
SELECT A.* FROM mytable A
LEFT JOIN KeysToDelete B USING (mykey)
WHERE B.mykey IS NULL;
ALTER TABLE mytable RENAME myoldtable;
ALTER TABLE mynewtable RENAME mytable;

That's it.
DELETE TECHNIQUE #2
If you want to use DELETE and the table is not that big, you could do a DELETE JOIN as follows:
DELETE A.* FROM mytable A INNER JOIN KeysToDelete B USING (mykey);

Here are my earlier posts where I discuss these techniques:

Feb 15, 2012 : How to implement soft deletes?
Mar 05, 2012 : Tombstone Table vs Deleted Flag in database syncronization &amp; soft-delete scenarios
Nov 07, 2012 : Can I do anything about a very long running KILL command?
Aug 07, 2013 : How to delete duplicate records

Give it a Try !!!