TUNEL, SCSA, SCD test and COMET assay are the current tests for detection of sperm DNA fragmentation (sDF) in clinical practice. These four tests are very different from each other for many aspects, possibly including the type of revealed damage. To verify how the same type of damage was revealed, we simultaneously detected sDF by the four tests before and after induction of sperm DNA breakage by cryopreservation and in vitro incubation. We found that all tests revealed the increase in sDF in both experimental conditions. However, when we pairwise compared the fold increases in induced sDF, we found poor (i.e., values below 0.5) Lin’s concordance correlation coefficients (CCCs) both during cryopreservation and in vitro incubation. The only exception was for SCD test/COMET assay where the CCCs were about 0.5 (cryopreservation: 0.456 (95% CI −0.071–0.784) and incubation: 0.523 (95% CI −0.018–0.827)). Bland–Altman plot analysis showed that TUNEL reveals the highest amounts of sDF during cryopreservation, whereas LiveTUNEL indicated that such damage is undergone by the viable sperm fraction. This is the first study comparing the four tests in detection of sperm DNA damage during cryopreservation and incubation.