We compare the effects of burrowing behavior on appendicular bone structure in two Peromyscus (deer mouse) species. P. polionotus creates complex burrows in their territories, while P. eremicus is a non‐burrowing nesting mouse. We examined museum specimens' bones of wild‐caught mice of the two species and lab‐reared P. polionotus not given the opportunity to burrow. Bones were scanned using micro‐computed tomography, and cortical and trabecular bone structural properties were quantified. Wild P. polionotus mice had a larger moment of area in the ulnar and tibial cortical bone compared with their lab‐reared counterparts, suggesting developmental adaptation to bending resistance. Wild P. polionotus had a larger normalized second moment of area and cross‐sectional area in the tibia compared with P. eremicus. Tibial trabecular analysis showed lower trabecular thickness and spacing in wild P. polionotus than in P. eremicus and femoral analysis showed wild P. polionotus had lower thickness than P. eremicus and lower spacing than lab‐reared P. polionotus, suggesting adaptation to high loads from digging. Results lay the groundwork for future exploration of the ontogenetic and evolutionary basis of mechanoadaptation in Peromyscus.