Despite the impressive innate physical abilities of horses, camels, greyhounds, or pigeons, doping agents might be administered to these animals to improve their performance. To control these illegal practices, anti‐doping analytical methodologies have been developed. This review compiles the analytical methods that have been published for the detection of prohibited substances administered to animals involved in sports over 30 years. Relevant papers meeting the search criteria that discussed analytical methods aiming to detect and/or quantify doping substances in animal biological matrices published from 1990 to 2019 were considered. A total of 317 studies were included, of which 298 were related to horses, demonstrating significant advances toward the development of doping detection methods for equine sports. However, analytical methods for the detection of doping agents in sports involving other species are lacking. Due to enhanced accuracy and specificity, chromatographic analysis coupled to mass spectrometry detection is preferred over immunoassays. Regarding biological matrices, blood and urine remain the first choice, although alternative biological matrices, such as hair and feces, have been considered. With the increasing number and type of drugs used as doping agents, the analytes addressed in the published papers are diverse. It is very important to continue to detect and quantify these drugs, recognizing those that are most frequently used, in order to punish the abusers, protect animals' health, and ensure a healthier and genuine competition.