Several clinical risk factors (CRFs) have been shown to predict the risk of fragility fractures independently of BMD, but their accuracy in the prediction of a particular fracture site has not been extensively studied. In this study based on longitudinal data from the FRISBEE cohort (Fracture Risk Brussels Epidemiological Enquiry), we evaluated if CRFs are specific for sites of incident osteoporotic fractures during follow‐up. We recruited 3560 postmenopausal women, aged 60 to 85 years, from 2007 to 2013, and surveyed yearly for the occurrence of fragility fractures during 6.2 years (median). We analyzed the association between CRFs included in the FRAX (fracture risk assessment tool) model or additional CRFs (falls, sedentary lifestyle, early untreated menopause, diabetes, use of selective serotonin reuptake inhibitors or proton pump inhibitors) and the first incident validated major osteoporotic fracture (MOF; n = 362; vertebra, hip, shoulder, and wrist) or other major fractures (n = 74; ankle, pelvis/sacrum, elbow, knee, long bones). Uni‐ and multivariate analyses using the Cox proportional hazards model were used. For MOFs considered together, the risk of fracture was highly associated in uni‐ and multivariate analyses (p<0.01) with osteoporosis (T‐score < −2.5), prior fracture, age, BMD (assessed by DXA), and fall history (HR 2.34, 1.82,1.71, 1.38, and 1.32, respectively). For each site analyzed separately, prior OF, age, smoking, and total hip BMD remained independent predictors for hip fractures (HR 5.72, 3.98, 3.10, 2.32, and 1.92, respectively); osteoporosis, age, prior OF, glucocorticoids, and spine BMD for vertebral fracture (HR 2.08, 1.87, 1.78, 1.76, and 1.45, respectively); osteoporosis, prior OF, and femoral neck BMD (HR 1.83, 1.60, and 1.56, respectively) for wrist fracture; osteoporosis, prior OF, and spine BMD (HR 2.48, 1.78, and 1.31, respectively) for shoulder fracture; prior OF and diabetes (HR 2.62 and 2.03) for other major fractures. Thus, a prior fracture and BMD were the best predictors of fracture risk at any site. Other CRFs have a weaker predictive value, which is a function of the site of a future fracture. © 2019 The Authors. JBMR Plus published by Wiley Periodicals, Inc. on behalf of American Society for Bone and Mineral Research.