Evidence has shown that one of the most prevalent chronic conditions in postmenopausal women is osteoporosis. Despite the development of some medications, there are still safety and adherence concerns, and, thus, attention has been placed on understanding modifiable risk factors for bone loss. This study aimed to examine the differences in various sociodemographic and body composition factors, physical activity components, and nutrient and food group intake levels among peri- and early postmenopausal women with whole-body bone mineral density (BMD) Z-scores greater than and less than zero. This cross-sectional study utilized baseline data obtained from 45 peri- and early postmenopausal women aged 45–60 years old who participated in a 6-month three-arm, randomized, double-blind, placebo-controlled clinical trial that evaluated the effects of blackcurrant supplementation on bone metabolism. Anthropometric data, BMD values obtained via DXA scans, and self-reported demographic, health, dietary, and physical activity data were collected at baseline. Overall, participants with whole-body BMD Z-scores greater than zero had higher body mass indexes (BMIs), lean mass, fat mass, android fat percentages, ratios of trunk fat mass to limb fat mass, resting metabolic rates, relative skeletal muscle indexes, total and occupational physical activity, alcohol intakes, trans fatty acid intakes, and adequacy of potassium intake, but lower adequacy of vitamin E (p < 0.05). In addition, total calorie intake was positively correlated with added sugar, vitamin E, potassium, alcohol, trans fatty acids, calcium, and vitamin D intakes (p < 0.05); whole-body BMD was positively correlated with added sugars (p < 0.05); vitamin D intake was positively correlated with vitamin E, potassium, trans fatty acid, and calcium intakes (p < 0.05); and calcium intake was positively correlated with added sugar, vitamin E, potassium, and trans fatty acid intakes (p < 0.05). These findings suggest that numerous body composition factors, components of physical activity, and dietary factors are related to bone health in adult women in the menopause transition.