Doping control is a main priority for regulatory bodies of both the horse racing industry and the equestrian sports. Urine and blood samples are screened for the presence of hundreds of forbidden substances including anabolic-androgenic steroids (AASs). Based on the suspected endogenous origin of some AASs, with β-boldenone as the most illicit candidate, this study aimed to improve the knowledge of the naturally present AAS in horse urine. To this extent, a novel ultra high-performance liquid chromatography-tandem mass spectrometry (UHPLC-MS/MS) method was developed and validated according to the Association of Official Racing Chemists (AORC) and European Commission (EC) guidelines, proving the power of this new method. Low limits of detection (0.2 ng/mL), good reproducibility (percentage of standard deviation (%RSD) < 10%), high recovery (94.6 to 117.1%), selectivity and specificity, and a linear response (confirmed with R(2) > 0.99 and lack-of-fit analysis) were obtained for all included AASs. With this method, urine samples of 105 guaranteed untreated horses (47 geldings, 53 mares, and 5 stallions serving as a control) were screened for β-boldenone and five related natural steroids: androstadienedione (ADD), androstenedione (AED), alpha-testosterone (αT), beta-testosterone (βT), and progesterone (P). Progesterone, β-testosterone, and α-testosterone were detected in more than half of the horses at low concentrations (<2 ng/mL). Occasionally, not only testosterone and progesterone but also low concentrations of AED, ADD, and boldenone (Bol) were found (0.5-5 ng/mL). Graphical Abstract A sensitive, new and fully validated UHPLC-MS/MS method has been developed that is able to quantify low levels of anabolic-androgenic steroids naturally present in urine of untreated horses (mares and geldings).