In the fight against doping, detection of doping substances in biological matrices is paramount. Analytical possibilities have evolved and sanctioning a doping scenario by detecting forbidden bioactive compounds circulating unmodified in blood is nowadays very attractive. In addition, the World Anti-Doping Agency (WADA) introduced the Athlete Biological Passport (ABP) a decade ago as a new paradigm inferring the use of prohibited substances or methods through longitudinal profiling, or serial analyses of indirect biomarkers of doping, to be both scientifically and legally robust. After the introduction in 2008 of an hematological module (i.e., based on variations of blood variables) aiming to identify enhancement of oxygen transport and any form of blood transfusion or manipulation, a urinary steroidal module was additionally introduced in 2014 composed of concentrations and ratios of various endogenously produced steroidal hormones. Some evidence tends to discredit steroid profiles obtained from urine analyses to detect the use of endogenous androgenic anabolic steroids (EAAS), when administered exogenously, due to high rates of false negatives with short half-life and topical formulations rendering profile alteration only minimal or equivocal. On the other hand, steroid hormones quantification in blood showed a promising ability to detect testosterone doping and interesting complementarities to the ABP thanks to the most recent analytical techniques (UHPLC-HRMS or/and MS/MS). This perspective article explores the opportunities of blood samples to monitor not only hematological but also steroid profiles in elite athletes.