In conjoining the disciplines of “ethology” and “chemistry” the field of “Ethochemistry” has been instituted. Ethochemistry is an effective tool in conservation efforts of endangered species and the understanding of behavioral patterns across all species. Chemical constituents of scent-markings have an important, yet poorly understood function in territoriality, reproduction, dominance, and impact on evolutionary biology, especially in large mammals. Particular attention has recently been focused on scent-marking analysis of great cats (Kalahari leopards (Panthera pardus), puma (Puma concolor) snow leopard (Panthera uncia), African lions (Panthera leo), cheetahs (Acinonyx jubatus), and tigers (Panthera tigris)) for the purpose of conservation. Sensory analyses of scent-markings could address knowledge gaps in ethochemistry. The objective of this review is to summarize the current state-of-the art of both the chemical and sensory analyses of scent-markings in wild mammals. Specific focus is placed on sampling and sample preparation, chemical analysis, sensory analysis, and simultaneous chemical and sensory analyses. Constituents of exocrine and endocrine secretions have been most commonly studied with chromatography-based analytical separations. Odor analysis of scent-markings provides an insight into the animal’s sensory perception. A limited number of articles have been published in the area of sensory characterization of scent marks. Simultaneous chemical and sensory analyses with chromatography-olfactometry hyphenation could potentially aid conservation efforts by linking perceived odor, compounds responsible for odor, and resulting behavior.