Mechanical load through physical activity has been shown to be one of the best stimuli to increase the accrual of bone mass. But, also the structural skeletal adaptations associated with exercise contributes to bone strength. Exercise prescription also includes a “window of opportunity” in the late pre- and early peri-pubertal period, where exercise is supposed to insert the most obvious beneficial effects, even if physical activity provides recordable skeletal benefits during all growth. Adverse skeletal effects by exercise include exercise induced amenorrhea with low estrogen levels and low bone mass and mechanically induced stress fractures. These adverse effects could usually be avoided by adapting the level training to sufficient intensities. The reported exercise induced benefits in young years seems also to be at least partly maintained at advanced age. The notion that former male athletes have lower fracture risk than expected by age, support this view. Physical activity could therefore to be recommended at growth and adolescence as one possible strategy to reduce the future burden of fragility fractures.