The bone is one of the relevant target organs of heavy metals, and heavy metal toxicity is associated with several degenerative processes, such osteoporosis and bone mineral alterations, that could lead to fractures. We aimed to study a presumed relationship between bone density, evaluated by quantitative bone ultrasound (QUS), dual-energy X-ray absorptiometry (DXA) and peripheral quantitative computed tomography (pQCT) and the dietary intake of cadmium, lead and mercury in healthy premenopausal women. A total of 158 healthy, non-smoking, premenopausal women were incorporated into the study. A validated food frequency questionnaire (FFQ) was administered to assess intake during the preceding seven days. The median predicted dietary cadmium intake among the 158 women studied was 25.29 μg/day (18.62–35.00) and 2.74 μg/kg body weight/week (b.w./w) (1.92–3.83). Dietary lead intake was 43.85 μg/day (35.09–51.45) and 4.82 μg/kg b.w./w (3.67–6.13). The observed dietary mercury intake was 9.55 μg/day (7.18–13.57) and 1.02 μg/kg b.w./w (0.71–1.48). Comparisons, in terms of heavy metal intake, showed no significant results after further adjusting for energy intake. No statistically significant correlations between heavy metal intake and the QUS, DXA and pQCT parameters were observed. Levels of dietary exposure of cadmium, lead and mercury were mostly within the recommendations. We did not find associations between the QUS, DXA and pQCT parameters and the dietary intake of the studied heavy metals in healthy premenopausal women.