Performance enhancement drugs build muscle mass and increase stamina in athletes, making them a potential candidate for abuse in sports competitions. World Anti‐Doping Agency is an international organization responsible for developing standard guidelines, listing agents prohibited for usage in all athletic events, and taking stringent actions for any discrepancies. Sophisticated analytical instruments and statistical tools are regularly used for the chemical fingerprinting of doping agents in different biological matrices. There is an ever‐increasing demand for developing novel and sensitive mass spectrometry methods for detecting new substances of abuse. This review focuses on applying hyphenated chromatographic techniques, emphasizing advanced mass spectrometric methods to analyze different classes of prohibited substances listed by the World Anti‐Doping Agency.