To assess the presence of prohibited anabolic substances used to promote growth in livestock, calf urine is the most relevant matrix. However, the sample preparation methods (required to remove unwanted matrix components and fractionate isobaric species that may be unresolved by gas chromatography- mass spectrometry GC/MS) are long and complex. In this context, semi-preparative supercritical fluid chromatography (SFC) was considered to possibly simplify the sample preparation in reducing the number of procedures. Fifteen stationary phases were screened with SFC combined with UV and evaporative light-scattering detection (ELSD), among which two columns (Cosmosil st-NAP and Princeton DIOL) were retained for their ability to isolate steroid hormones from other matrix components and, for the second column, for the additional possibility to fractionate steroid hormones into different families (estrogens, mono-hydroxylated and di-hydroxylated androgens). The fractions were further analysed with GC/MS showing the benefit of class fractionation. The final method allows for significant time, solvent and money savings compared to the previously widely used method (solid-phase extraction combined with semi-preparative high-performance liquid chromatography).