Understanding the molecular mechanisms underlying osteoclast differentiation provides insights into bone loss and even osteoporosis. The specific mechanistic actions of cullin 4A (CUL4A) in osteoclast differentiation and resultant osteoporosis is poorly explored. We developed a mouse model of osteoporosis using bilateral ovariectomy (OVX) and examined CUL4A expression. It was noted that CUL4A expression was increased in the bone marrow of OVX mice. Overexpression of CUL4A promoted osteoclast differentiation, and knockdown of CUL4A alleviated osteoporosis symptoms of OVX mice. Bioinformatic analyses were applied to identify the downstream target genes of microRNA‐340‐5p (miR‐340‐5p), followed by interaction analysis. The bone marrow macrophages (BMMs) were isolated from femur of OVX mice, which were transfected with different plasmids to alter the expression of CUL4A, Zinc finer E‐box binding homeobox 1 (ZEB1), miR‐340‐5p, and Toll‐like receptor 4 (TLR4). ChIP assay was performed to detect enrichment of ZEB1 promoter by H3K4me3 antibody in BMMs. ZEB1 was overexpressed in the bone marrow of OVX mice. Overexpression of CUL4A mediated H3K4me3 methylation to increase ZEB1 expression, thus promoting osteoclast differentiation. Meanwhile, ZEB1 could inhibit miR‐340‐5p expression and upregulate HMGB1 to induce osteoclast differentiation. Overexpressed ZEB1 activated the TLR4 pathway by regulating the miR‐340‐5p/HMGB1 axis to induce osteoclast differentiation, thus promoting the development of osteoporosis. Overall, E3 ubiquitin ligase CUL4A can upregulate ZEB1 to repress miR‐340‐5p expression, leading to HMGB1 upregulation and the TLR4 pathway activation, which promotes osteoclast differentiation and the development of osteoporosis.