(1) Background: Nutrients play an essential role in bone health, whether in achieving peak bone mineral density (BMD) or maintaining bone health. This study explores the relationship between nutrient supply and femoral bone health at different ages. (2) Methods: A total of 5603 participants meeting the inclusion and exclusion criteria were included in this study using the National Health and Nutrition Examination Survey (NHANES) database from 2005 to 2010, 2013 to 2014, and 2017 to 2018. Femoral bone mineral density and bone status were dependent variables, and dietary nutrient intake and nutrient intake status were independent variables. The relationship between dietary nutrient intake and bone mineral density was explored, and the importance of nutrients affecting bone status was analyzed through a neural network model. At the same time, we investigated the relationship between nutrient intake and bone status. (3) Results: The peak of age and femoral bone mineral density appeared at 20 years old in our study. After grouping by age, logistic regression analysis showed that before 20 years old, without adjusting other variables, high-fat diet was more likely to have normal bone mass than appropriate fat diet (OR: 4.173, 95%CI: 1.007-17.289). After adjusting for all demographic factors, niacin intake (OR: 1.062, 95%CI: 1.019-1.108) was beneficial for normal bone mass, while vitamin B intake (OR: 0.627, 95%CI: 0.408-0.965) was not. After 20 years old, after adjusting for carbohydrate, protein, vitamin B, niacin, dietary fat, vitamin B, and vitamin B, vitamin B intake (OR: 1.153, 95%CI: 1.04-1.278) was beneficial for normal bone mass, while vitamin B intake (OR: 0.842, 95%CI: 0.726-0.976) was not. After adjusting for all confounding factors, vitamin B intake (OR: 1.288, 95%CI: 1.102-1.506) was beneficial for normal bone mass. In addition, we found that even if there was no statistical significance, the effects of high-fat diet on bone mass were different at different ages. (4) Conclusions: By conducting an in-depth analysis of the NHANES database, this study reveals that dietary factors exert divergent effects on bone health across different age groups, implying the necessity of implementing tailored dietary strategies to maintain optimal bone health at distinct life stages.