The World Anti-Doping Agency is responsible for maintaining a Prohibited List that describes the use of substances and methods that are prohibited for athletes. The list currently contains 23 substance classes, and an important reason for the existence of this list is to prevent unfair competition due to pharmacologically enhanced performance. The aim of this review was to give an overview of the available evidence for performance enhancement of these substance classes. We searched the scientific literature through PubMed for studies and reviews evaluating the effects of substance classes on performance. Findings from double-blind, randomized controlled trials were considered as evidence for (the absence of) effects if they were performed in trained subjects measuring relevant performance outcomes. Only 5 of 23 substance classes show evidence of having the ability to enhance actual sports performance, i.e. anabolic agents, β2-agonists, stimulants, glucocorticoids and β-blockers. One additional class, growth hormone, has similar evidence but only in untrained subjects. The observed effects all relate to strength or sprint performance (and accuracy for β-blockers); there are no studies showing positive effects on reliable markers of endurance performance. For 11 classes, no well-designed studies are available, and, for the remaining six classes, there is evidence of an absence of a positive effect. In conclusion, for the majority of substance classes, no convincing evidence for performance enhancement is available, while, for the remaining classes, the evidence is based on a total of only 266 subjects from 11 studies.