Previous studies have shown controversial results about the role of androgens in coronary artery disease (CAD). We performed this study to examine and compare the relationship between androgenic hormones and CAD using conventional linear statistical techniques as well as novel non-linear approaches. The study was conducted on 502 consecutive men who were referred for selective coronary angiography at Tehran Heart Center due to different indications. We studied the relationship between androgenic hormones and CAD by using the generalized linear models, generalized additive models, and neural networks. Free testosterone (fT), total testosterone (tT) and dehydroepiandrosterone sulfate levels in patients with significant CAD versus normal individuals were 6.69 +/- 3.20 pg/ml, 16.60 +/- 6.66 nm/l, and 113.38 +/- 72.9 microg/dl versus 7.12 +/- 3.58 pg/ml, 15.82 +/- 7.26 nm/l, and 109.03 +/- 68.19 microg/dl, respectively (P > 0.05). The Generalized linear models was unable to show any significant relationship between androgenic hormones and CAD, while generalized additive model and neural networks supported the significant effect of androgenic hormones on CAD. This finding suggests a nonlinear association of tT levels with CAD: lower levels have a preventive effect on CAD, whereas higher values increase the risk of CAD. Emphasizing the non-linearity of the variables may provide new insight into the possible explanation of the effect of androgenic hormones on CAD.