Anti-doping authorities have high expectations of the athlete steroidal passport (ASP) for anabolic-androgenic steroids misuse detection. However, it is still limited to the monitoring of known well-established compounds and might greatly benefit from the discovery of new relevant biomarkers candidates. In this context, steroidomics opens the way to the untargeted simultaneous evaluation of a high number of compounds. Analytical platforms associating the performance of ultra-high pressure liquid chromatography (UHPLC) and the high mass-resolving power of quadrupole time-of-flight (QTOF) mass spectrometers are particularly adapted for such purpose. An untargeted steroidomic approach was proposed to analyse urine samples from a clinical trial for the discovery of relevant biomarkers of testosterone undecanoate oral intake. Automatic peak detection was performed and a filter of reference steroid metabolites mass-to-charge ratio (m/z) values was applied to the raw data to ensure the selection of a subset of steroid-related features. Chemometric tools were applied for the filtering and the analysis of UHPLC-QTOF-MS(E) data. Time kinetics could be assessed with N-way projections to latent structures discriminant analysis (N-PLS-DA) and a detection window was confirmed. Orthogonal projections to latent structures discriminant analysis (O-PLS-DA) classification models were evaluated in a second step to assess the predictive power of both known metabolites and unknown compounds. A shared and unique structure plot (SUS-plot) analysis was performed to select the most promising unknown candidates and receiver operating characteristic (ROC) curves were computed to assess specificity criteria applied in routine doping control. This approach underlined the pertinence to monitor both glucuronide and sulphate steroid conjugates and include them in the athletes passport, while promising biomarkers were also highlighted.