Introduction: The use of dietary supplements is increasing among athletes, year after year. Related to the high rates of use, unintentional doping occurs. Unintentional doping refers to positive anti-doping tests due to the use of any supplement containing unlisted substances banned by anti-doping regulations and organizations, such as the World Anti-Doping Agency (WADA). The objective of this review is to summarize the presence of unlabeled doping substances in dietary supplements that are used in sports. Methodology: A review of substances/metabolites/markers banned by WADA in ergonutritional supplements was completed using PubMed. The inclusion criteria were studies published up until September 2017, which analyzed the content of substances, metabolites and markers banned by WADA. Results: 446 studies were identified, 23 of which fulfilled all the inclusion criteria. In most of the studies, the purpose was to identify doping substances in dietary supplements. Discussion: Substances prohibited by WADA were found in most of the supplements analyzed in this review. Some of them were prohormones and/or stimulants. With rates of contamination between 12 and 58%, non-intentional doping is a point to take into account before establishing a supplementation program. Athletes and coaches must be aware of the problems related to the use of any contaminated supplement and should pay special attention before choosing a supplement, informing themselves fully and confirming the guarantees offered by the supplement.