Xenon is a rare, mostly inert, noble gas and has applications in a very wide range of field including medical area. Xenon acts on human body as useful organ protective and anaesthetic agent and has been also studied in previous research for example in optics, aerospace and medical imaging. Particularly, xenon seems to have an important effect on a hypoxia inducible factor HIF-1α, which acts during the organoprotection mechanism. However, when HIF-1α is activated, it boosts also the production of erythropoietin (EPO). Since this latter property has been discovered, xenon gas has been used as a performance enhancement in international sport competitions especially for the Sochi Olympic Games. Xenon gas has been considered as a doping agent by the World Anti-Doping Agency (WADA) in May 2014 and added to the Prohibited List of substances. Therefore, screening methods are being investigated to detect the misuse of xenon in biological samples. However, as xenon is practically not metabolised by the body and the EPO produced is “natural”, direct or indirect xenon detection is quite challenging. For different purposes, xenon has been analysed by micro-thermal conductivity detection (μTCD) and gas chromatography coupled to mass tandem spectrometry (GC-MS/MS) and this latter seems to be the best candidate for the screening in biological samples.