Peptides are very diverse molecules that can participate in a wide variety of biological processes. In this way, peptides are attractive for doping, since these molecules can activate or trigger biological processes that can improve the sports performance of athletes. Peptide molecules are found in the official World Anti-Doping Agency lists, mainly in sections S2, S4, and S5. In most cases, these molecules have a very short half-life in the body and/or are identical to natural molecules in the body, making it difficult to analyze them as performance-enhancing drugs. This article reviews the role of peptides in doping, with special emphasis on the peptides used as reference materials, the pretreatment of samples in biological matrices, the instrumentation, and the validation of analytical methodologies for the analysis of peptides used in doping. The growing need to characterize and quantify these molecules, especially in complex biological matrices, has generated the need to search for robust strategies that allow for obtaining sensitive and conclusive results. In this sense, strategies such as solid phase peptide synthesis (SPPS), seeking to obtain specific peptides, metabolites, or isotopically labeled analogs, is a key tool for adequate quantification of different peptide molecules in biological matrices. This, together with the use of optimal methodologies for sample pretreatment (e.g., SPE or protein precipitation), and for subsequent analysis by high-resolution techniques (mainly hyphenated LC-HRMS techniques), have become the preferred instrumentation to meet the analytical challenge involved in the analysis of peptides in complex matrices.