A generic high-throughput bioaffinity liquid chromatography-mass spectrometry (BioMS) approach was developed and applied for the screening and identification of known and unknown recombinant human sex hormone-binding globulin (rhSHBG)-binding designer steroids in dietary supplements. For screening, a semi-automated competitive inhibition binding assay was combined with fast ultrahigh-performance-LC-electrospray ionization-triple-quadrupole-MS (UPLC-QqQ-MS). 17β-Testosterone-D3 was used as the stable isotope label of which the binding to rhSHBG-coated paramagnetic microbeads was inhibited by any other binding (designer) steroid. The assay was performed in a 96-well plate and combined with the fast LC-MS, 96 measurements could be performed within 4 h. The concentration-dependent inhibition of the label by steroids in buffer and dietary supplements was demonstrated. Following an adjusted bioaffinity isolation procedure, suspect extracts were injected into a chip-UPLC(NanoTile)-Q-time-of-flight-MS system for full-scan accurate mass identification. Next to known steroids, 1-testosterone was identified in three of the supplements studied and the designer steroid tetrahydrogestrinone was identified in a spiked supplement. The generic steroid-binding assay can be used for high-throughput screening of androgens, estrogens, and gestagens in dietary supplements to fight doping. When combined with chip-UPLC-MS, it is a powerful tool for early warning of unknown emerging rhSHBG bioactive designer steroids in dietary supplements.