For several decades now, the analysis of steroids has been a key tool in the diagnosis and monitoring of numerous endocrine pathologies. Thus, the available methods used to analyze steroids in biological samples have dramatically evolved over time following the rapid pace of technology and scientific knowledge. This review aims to synthetize the advances in steroids' analysis, from classical approaches considering only a few steroids or a limited number of steroid ratios, up to the new steroid profiling strategies (steroidomics) monitoring large sets of steroids in biological matrices. In this context, the use of liquid chromatography coupled to mass spectrometry has emerged as the technique of choice for the simultaneous determination of a high number of steroids, including phase II metabolites, due to its sensitivity and robustness. However, the large dynamic range to be covered, the low natural abundance of some key steroids, the selectivity of the analytical methods, the extraction protocols, and the steroid ionization remain some of the current challenges in steroid analysis. This review provides an overview of the different analytical workflows available depending on the number of steroids under study. Special emphasis is given to sample treatment, acquisition strategy, data processing, steroid identification and quantification using LC–MS approaches. This work also outlines how the availability of steroid standards, the need for complementary analytical strategies and the improvement of calibration approaches are crucial for achieving complete steroidome quantification.