Exercise has been widely reported to promote bone health, but it is unknown whether is associated with a reduction in advanced glycosylation end products (AGEs). This study aimed to investigate the effects of 14 weeks of cheerleading exercise on areal bone mineral density (aBMD) and AGEs. In this study, 46 female teenagers (age, 19.52 ± 1.21 years; body mass index, 20.15 ± 2.47 kg/m) were randomly divided into a cheerleading group (CHE, = 21) and a control group (CON, = 25). The CHE group was subjected to cheerleading practice twice a week for 14 weeks; the CON group maintained their daily routine. Dual-energy X-ray absorptiometry was used to measure aBMD, and autofluorescence (AF) values were used to reflect AGEs. Physical fitness testing all-in-one machines are used to test body composition, cardiorespiratory fitness, muscle fitness and flexibility. A mixed ANOVA model was used to examine the effect of the intervention on each outcome. A multiple mediation model with covariates for physical activity and eating behaviors was performed to explore the mediators between cheerleading exercise and aBMD. After 14 weeks of cheerleading practice, 1) aBMD increased significantly in both groups with significantly higher increases in the CHE group ( < 0.05). 2) AGEs significantly decreased in the CHE group (-2.7%), but not in the CON group ( > 0.05). 3) Vertical jumps and sit-ups significantly increased in the CHE group ( < 0.05), but not in the CON group ( > 0.05). 4) ΔAF values was significantly negatively correlated with aBMD ( = -0.302, < 0.05). 5) ΔAF values mediated the effect of exercise on the aBMD (indirect effect: 0.0032, 95% CI 0.0002-0.0079). Cheerleading practice improved aBMD and physical fitness and reduced AGEs accumulation in female adolescents. The effect of exercise on aBMD was partially mediated by AGEs.