Shipulin has always rejected claims against him but he and other top sports stars were barred from the Winter Olympics this year as part of a ban on Russia for state-sponsored doping, AFP reported.
"This race will be the last of my career," the 31-year-old said of a competition in Germany's Gelsenkirchen on December 29, according to Russian news agencies.
"There's no sense in carrying on torturing myself, my fans and my loved ones. I can't find in myself the motivation that I need," he told a press conference in Moscow.
"On top of that there's the situation with my health, which is unrelenting. Three times in the last month I've suffered from viral infections."
"I am not trying to run from problems. I have always said I was clean," he said, but added that he was no longer finding pleasure in the sport.
Austrian officials announced on December 13 they were investigating members of Russia's biathlon team over alleged doping offences at the 2017 World Championships in the Austrian town of Hochfilzen.
Shipulin, a gold medalist in the sport at the tainted Sochi Games, was among those being probed but dismissed the allegations as "groundless nonsense".
"I am angry and furious about the witch-hunt that is going on," he wrote in an Instagram post.