CHICAGO—Disgraced track star Marion Jones says she often thinks she would have won gold medals at the 2000 Sydney Olympics, even if she hadn’t taken a designer steroid known as “the clear.”

“I’ll ask myself, ‘Well, if you hadn’t been given “the clear” do you think you would’ve won?”’ Jones said on an episode of “The Oprah Winfrey Show” broadcast Wednesday, her first post-prison interview.

“I usually answer, ’Yes.”’

Jones, 33, described how prosecutors showed her a vial of a designer steroid and asked if she’d taken it. She said she immediately recognized it ...

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