Secreted protein acidic and rich in cysteine (SPARC) is the most abundant glycoprotein in bone and is thought to play a critical role in bone remodeling and homeostasis. However, the effect of SPARC in relation to gender and exercise on bone quality is not well understood. The purpose of this study was to quantify differences in the structural and biomechanical properties between calvarial and femoral bone from male and female wild‐type (WT) and SPARC null (SPARC(−/−)) mice as well as the ability of exercise to rescue bone health. Male and female WT and transgenic SPARC(−/−) mice were given either a fixed or rotating running wheel for exercise. Bone structural, biomechanical, and morphological parameters were quantified using micro computed tomography, push out testing for the calvaria, three‐point flexural testing for the femurs, histological and immunofluorescent staining. Similar reductions in structural and biomechanical strength were observed in both male and female SPARC(−/−) calvaria, most of which were not significantly affected by exercise. In femurs, SPARC(−/−) had a significant effect on structural parameters in both sexes, but was more pronounced in females with some properties being rescued with running. Interestingly, the effect of SPARC(−/−) on bone mineral density was only detected in female SPARC(−/−) mice, not males, and was subsequently rescued with exercise. This study emphasizes the differences between sexes in WT and SPARC(−/−) mice in regard to structural parameters and biomechanical properties. Research into gender differences can help inform and personalize treatment options to more accurately meet patient needs.