Selective androgen receptor modulators (SARMs) are a class of drugs presenting identical anabolic properties to usual anabolic steroids (testosterone, stanozolol, nandrolone…) in addition to marked reduced androgenic effects. These drugs have emerged in the doping area within the early 2000s. Ligandrol, ostarine, RAD-140 and andarine are the most popular agents belonging to this class. According to the world anti-doping agency (WADA) prohibited list, SARMs are prohibited at all times (i.e. in and out-of-competition) and are listed under the section S1.2 (other anabolic agents), a section that also contains clenbuterol. The compilation of the WADA testing figures reports from 2015 to 2019 has indicated a regular increase of adverse analytical findings (AAF) due to SARMs, particularly with ostarine and ligandrol. The implementation of highly sensitive chromatographic anti-doping analyses has induced high-profile challenges of anti-doping rules violations as athletes have claimed in numerous occasions that contamination was the reason for their AAF. As a result, hair tests were presented in order to establish the circumstances of these AAF. In case of an adverse analytical finding, hair testing can be a complement to document the claim of the athlete but of course, the result should not be considered as an alternative to urinalysis. This is because a negative hair result cannot exclude the use of the detected drug and cannot overrule the urine result. A review of the scientific literature, using the key words “SARMs” and “hair” has indicated that only 7 papers were published on this topic, including 3 dealing with equine hair. Although literature seems very limited, there is an increasing request for hair tests, which as prompted our laboratory to develop screening methods. Drugs are extracted from hair after decontamination under mild alkaline condition and submitted to LC-MS/MS and LC-HRMS assays. In this review, several original cases are provided, and the challenges of interpreting these findings are highlighted in light of the lack of controlled studies in the literature.