Mechanical load through physical activity has been shown to be one of the best stimuli to increase the bone strength. This effect of mechanical load accounts for both the accrual of bone mineral and structural skeletal adaptations. 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. There is also evidence that benefits in bone mass and bone structure obtained by mechanical load during growth may be 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.