From as early as human memory can go, individuals in various cultures have engaged in various recreational and competitive activities. It is from these recreational, entertainment and competition activities that more organized and structured competitive games and sports were developed. The foundation of these competitive sports hinges on fairness and honesty but these ethical concepts are not always upheld. It is with this in mind that this paper seeks to offer a philosophical investigation into the use of performance enhancing drugs in competitive sports with a focus on the importance of ethics and fair play. We believe that the existing system of banning performance enhancement drugs and punishing athletes caught using same may be warranted in order to maintain the integrity of sports. In a quest to respond to the issues raised on fairness, our discussions will focus on an ethical framework. From this ethical perspective, we combine Jeremy Bentham’s Utilitarian theory with Kant’s Deontology theory to show how a combination of both theories can provide one possible response to the ethical actions of athletes in respect to the use of performance enhancers. We argue for a form of ‘self duty’ that all athletes should have to the ethical rules as is applied to honesty and integrity.