"Why so late? We are the last of all sports to do it," Player, a nine-time major winner and three-time British Open champion, is quoted as saying by The Times.
"We have had players who have used performance-enhancing drugs. Are we ever going to be able to stop it? No. There's too much involved. That's the world we live in."
The 82-year-old said while golf and tennis are probably among the cleanest sports there were benefits of doping for a professional golfer.
"It makes you stronger," Player added. "You don't get injured so quickly, you can hit more balls and you can practise harder."
Four-time major winner Rory McIlroy had also expressed drug-testing concerns earlier and backed the PGA Tour's announcement last year.
Canadian Brad Fritsch was the most recent player to be banned for violating the PGA Tour's anti-doping policy, with the 40-year-old being handed a three-month suspension in January for taking a prohibited weight-loss drug.
(Reporting by Aditi Prakash in Bengaluru)
