This study aimed to review the effects of performance enhancing drugs (PEDs), such as anabolic steroids, on clinical outcomes in critically ill patients. A systematic review and meta-analysis of randomized controlled trials comparing any of the known PEDs with placebo during intensive-care unit (ICU) admission was performed, excluding erythropoietin stimulating agents. Data were pooled using a random-effects model, while outcomes from non-eligible studies for meta-analysis were reported separately. Risk of bias was assessed through the cochrane risk of bias (ROB) 2 tool. Twenty-three studies were included. Only studies using growth hormone, nandrolone, and oxandrolone were found. Growth hormone improved nitrogen balance (standardized mean difference = 1.4 g, 95% confidence interval 0.47-2.32). While mortality was unaffected, it caused increased ICU and hospital stay. A substantial heterogeneity and a concerning risk of bias were present among the studies. PEDs showed no survival benefit but may improve nitrogen balance. A possible subgroup that could benefit from growth hormone or anabolic steroids are critically ill patients who have surpassed the acute inflammatory phase of critical illness. Further research into various aspects of PEDs is needed within the context of current clinical practices.