Bone mineral density (BMD) is a key parameter widely used in the assessment of bone health. Although many investigations have explored the relationship between trace elements and BMD, there are fewer studies focused on serum copper and BMD, especially for adolescents. Using data extracted from the National Health and Nutrition Examination Survey, we applied a multiple-linear regression and smooth curve fitting to assess the relationship between serum copper and BMD. A total of 910 participants were finally included in this study. After adjusting for relevant covariates, serum copper was negatively associated with lumbar spine BMD (β = −0.057, 95% CI: −0.109 to −0.005), trunk bone BMD (β = −0.068, 95% CI: −0.110 to −0.026), pelvis BMD (β = −0.085, 95% CI: −0.145 to −0.024), subtotal BMD (β = −0.072, 95% CI: −0.111 to −0.033), and total BMD (β = −0.051, 95% CI: −0.087 to −0.016) (p < 0.05). In quartile analysis, the highest level of serum copper was associated with decreased BMD when compared with those at the lowest quartile (p < 0.05). The stratified analysis revealed a significant interaction between age and the effects of serum copper on trunk bone BMD (p = 0.022) and pelvis BMD (p = 0.018). Meanwhile, the higher level of serum copper was negatively associated with BMD in males, and gender modified the relationship (p < 0.001). Future longitudinal studies will be necessary for a more definitive interpretation of our results.