We compared 7-month changes in bone structural properties in pre- and early-pubertal girls randomized to exercise intervention (10-minute, 3 times per week, jumping program) or control groups. Girls were classified as prepubertal (PRE; Tanner breast stage 1; n = 43 for intervention [I] and n = 25 for control [C]) or early-pubertal (EARLY; Tanner stages 2 and 3; n = 43 for I and n = 63 for C). Mean ± SD age was 10.0 ± 0.6 and 10.5 ± 0.6 for the PRE and EARLY groups, respectively. Proximal femur scans were analyzed using a hip structural analysis (HSA) program to assess bone mineral density (BMD), subperiosteal width, and cross-sectional area and to estimate cortical thickness, endosteal diameter, and section modulus at the femoral neck (FN), intertrochanter (IT), and femoral shaft (FS) regions. There were no differences between intervention and control groups for baseline height, weight, calcium intake, or physical activity or for change over 7 months (p > 0.05). We used analysis of covariance (ANCOVA) to examine group differences in changes of bone structure, adjusting for baseline weight, height change, Tanner breast stage, and physical activity. There were no differences in change for bone structure in the PRE girls. The more mature girls (EARLY) in the intervention group showed significantly greater gains in FN (+2.6%, p = 0.03) and IT (+1.7%, p = 0.02) BMD. Underpinning these changes were increased bone cross-sectional area and reduced endosteal expansion. Changes in subperiosteal dimensions did not differ. Structural changes improved section modulus (bending strength) at the FN (+4.0%, p = 0.04), but not at the IT region. There were no differences at the primarily cortical FS. These data provide insight into geometric changes that underpin exercise-associated gain in bone strength in early-pubertal girls.