According to a report of a list of steroid positive players in 2003 Alex Rodriguez tested positive with the Texas Rangers for anabolic steroids. A-Rod won the 2003 AL MVP award the same year he tested positive for steroids.
In that report Alex Rodriguez was on a list of 104 players who tested positive that year. Nothing happened to A-Rod that year because there was no penalty for steroid use in 2003.
Major League Baseball, along with MLBPA wanted to see if random drug testing should be implemented starting in 2004. More than five percent of players in the majors tested positive in the 2003 survey. Then mandatory testing was implemented in 2004, including penalties for positive testing.