4-Chloro-17β-hydroxy-17α-methylandrosta-1,4-dien-3-one (C20H27ClO2), known as turinabol, is a synthetic anabolic–androgenic agent which belongs to the steroid class. Recrystallization from various solvents was performed and the following new solid forms of turinabol were obtained: the hemihydrate (C20H27ClO2·0.5H2O), the anhydrous form (C20H27ClO2), the multicomponent acetic acid hydrate (2C20H27ClO2·C2H4O2·H2O) and the 2,2,2-trifluoroethanol hemisolvate (C20H27ClO2·0.5C2H3F3O). The absolute structures were determined by single-crystal X-ray diffraction. The starting hemihydrate form contains one turinabol molecule in the asymmetric unit, while the others contain two molecules in the asymmetric unit. Structural features were investigated in terms of the conformational analysis of the steroid skeleton rings and intermolecular interactions. The magnitudes, the nature of the crystal structure energies and the intermolecular interactions were also evaluated. Complexation with β-cyclodextrin was performed and the obtained complex was investigated using powder X-ray diffraction, Fourier-transform infrared (FT–IR) spectroscopy and differential thermal analysis/thermogravimetric analysis (DTA/TGA).