I simply cannot seem to find whether or not I am supposed to have a hyphen in this word. Both variants seem to be used. In advance, thank you

Both are correctly spelled. "Mind-set" is chiefly British.

Similarly, "nonviolent" is the common American English spelling, but the word is seen hyphenated as well.

Like deciding whether to write "color" or "colour," I suppose it depends where you are in the world, and for whom you are writing.