Although significant progress has been achieved during the past few years with the introduction of new assays and analytical methodologies, the detection and quantification of protein analytes, in particular of peptide hormones, continues to pose analytical challenges for the World Anti-Doping Agency-accredited anti-doping laboratories. In this article, the latest achievements in the application of MS-based methodologies and specific biochemical and immunological assays to detect some of the prohibited substances listed in section S2 of the World Anti-Doping Agency List of Prohibited Substances and Methods are reviewed. In addition, we look towards the future by focusing on some of the most promising analytical approaches under development for the detection of so-called 'biomarkers of doping'.