Androgen Receptor (AR) is a key driver in prostate cancer. Direct targeting of AR has valuable therapeutic potential. However, the lack of disease relevant cellular methodologies capable of discriminating between inhibitors that directly bind AR and those that instead act on AR co-regulators has made identification of novel antagonists challenging. The Cellular Thermal Shift Assay (CETSA) is a technology enabling confirmation of direct target engagement with label-free, endogenous protein in living cells. We report the development of the first high-throughput CETSA assay (CETSA HT) to identify direct AR binders in a prostate cancer cell line endogenously expressing AR. Using this approach, we screened a pharmacology library containing both compounds reported to directly engage AR, and compounds expected to target AR co-regulators. Our results show that CETSA HT exclusively identifies direct AR binders, differentiating them from co-regulator inhibitors where other cellular assays measuring functional responses cannot. Using this CETSA HT approach we can derive apparent binding affinities for a range of AR antagonists, which represent an intracellular measure of antagonist-receptor Ki performed for the first time in a label-free, disease-relevant context. These results highlight the potential of CETSA HT to improve the success rates for novel therapeutic interventions directly targeting AR.