The importance of cigarette smoking in relation to bone mass remains uncertain, especially in younger women. In a recent meta-analysis including 10 studies in premenopausal women no effect was seen in this age group. We used baseline data from a large national cohort study (Danish Osteoporosis Prevention Study [DOPS]) to study the cumulated effect of pre- and perimenopausal smoking on bone mineral density (BMD) measured shortly after the cessation of cyclic bleedings. Baseline observations on 2015 recently menopausal women were available. Eight hundred thirty-two women were current smokers and 285 were exsmokers. Significant negative associations of cigarette smoking coded as current, ex-, or never smoking were seen on bone mass in the lumbar spine (P = 0.012), femoral neck (P < 0.001), and total body (P < 0.001). Quantitatively, the differences between current smokers and never smokers were limited to 1.6, 2.9, and 1.9%, respectively. A statistical interaction was found between smoking and fat mass, indicating that women in the highest tertile of fat mass were unaffected by cigarette smoking. Serum vitamin D levels and osteocalcin were inversely related to the number of cigarettes smoked per day (r = 0.11 and P < 0.001; r = 0.17 and P = 0.04), respectively. Bone alkaline phosphatase (BALP) and urinary hydroxyproline (U-OHP) were unaffected by current smoking. The average cumulated effect of premenopausal smoking on bone is small but biologically significant. Reduced body mass in smokers explains part of the negative effect on the skeleton and a complex interaction between smoking and fat mass on the skeleton is indicated. Serum levels of 25-hydroxyvitamin D (25-OHD) and osteocalcin are lower in smokers, which may effect rate of bone loss.