Altrenogest, also known as allyltrenbolone, is a synthetic form of progesterone used therapeutically to suppress unwanted symptoms of estrus in female horses. Altrenogest affects the system by decreasing levels of endogenous gonadotrophin and luteinizing and follicle-stimulating hormones, which in turn decreases estrogen and mimics the increase of progesterone production. This results in more manageable mares for training and competition alongside male horses while improving the workplace safety of riders and handlers. However, when altrenogest is administered, prohibited steroid impurities such as trendione, trenbolone, and epitrenbolone can be detected. It has been assumed that greater concentrations of these steroid impurities are present in injectable preparations and, therefore, pose a greater risk of causing anabolic effects when administered. For this reason, and due to the necessity of this therapeutic substance for the safety of thoroughbred racing participants, a metabolomic approach investigating the differentiation of two main administration routes was conducted. Liquid chromatography high-resolution mass spectrometry analysis of equine urine samples found five sulfated compounds, estrone sulfate, testosterone sulfate, 2-methoxyestradiol sulfate, pregnenolone sulfate, and cortisol sulfate, with the potential to differentiate between oral and intramuscularly administered altrenogest using a random forest classification model. The best model results, comparing two horses’ administration normalized peak area datasets, gave an AUC score of 0.965 with a confidence level of 95% (between 0.931 and 0.995). Identifications of these compounds were confirmed with assistance from the Shimadzu Insight Explore Assign feature, together with MS/MS spectrum and retention time matching of purchased and synthesized reference standards. This study proposes a new potential application for metabolomic multi-tool workflows and machine learning models in a forensic toxicological context.