According to the World Anti-Doping Agency (WADA) Prohibited List, anabolic agents consist of exogenous anabolic androgenic steroids (AAS), endogenous AAS and other anabolic agents such as clenbuterol and selective androgen receptor modulators (SARMs). Currently employed strategies for their improved detection include the prolongation of the detection windows for exogenous AAS, non-targeted and indirect analytical approaches for the detection of modified steroids (designer steroids), the athlete’s biological passport and isotope ratio mass spectrometry for the detection of the misuse of endogenous AAS, as well as preventive doping research for the detection of SARMs. The recent use of these strategies led to 4–80-fold increases of adverse analytical findings for exogenous AAS, to the detection of the misuse of new designer steroids, to adverse analytical findings of different endogenous AAS and to the first adverse analytical findings of SARMs. The strategies of the antidoping research are not only focused on the development of methods to catch the cheating athlete but also to protect the clean athlete from inadvertent doping. Within the past few years several sources of inadvertent doping with anabolic agents have been identified. Among these are nutritional supplements adulterated with AAS, meat products contaminated with clenbuterol, mycotoxin (zearalenone) contamination leading to zeranol findings, and natural products containing endogenous AAS. The protection strategy consists of further investigations in case of reasonable suspicion of inadvertent doping, publication of the results, education of athletes and development of methods to differentiate between intentional and unintentional doping.