Sport participation affects body composition and bone health, but the association between sport, body composition, and bone health in female athletes is complex. We compared areal bone mineral density (aBMD, DXA) and tibial volumetric bone mineral density (vBMD), geometry, microarchitecture, and estimated strength (HR-pQCT) in cross-country runners (n = 22), gymnasts (n = 23) and lacrosse players (n = 35), and investigated associations of total body lean mass (TBLM), team, and their interaction with tibial bone outcomes. Total body (TB), total hip (TH), femoral neck (FN), and lumbar spine (LS) aBMD were higher in gymnasts than runners (p < 0.001); FN and LS aBMD were higher in gymnasts than lacrosse players (p ≤ 0.045); and TB, TH, FN, and LS aBMD were higher in lacrosse players than runners (p ≤ 0.013). At the distal tibial metaphysis, total area (Tt.Ar) was higher in gymnasts than runners (p = 0.004); cortical area and thickness (Ct.Ar, Ct.Th) were higher in lacrosse players than runners (p ≤ 0.044); trabecular separation (Tb.Sp) was higher in runners than gymnasts (p = 0.031); and failure load was higher in both gymnasts and lacrosse players than runners (p ≤ 0.012). At the tibial diaphysis, Tt.Ar, Ct.Ar, cortical perimeter (Ct.Pm), and failure load were higher in gymnasts than runners (p ≤ 0.040). In multiple linear regression analyses, TBLM was significantly associated with metaphyseal failure load (ß = 0.30, p = 0.042), and diaphyseal Tt.Ar and Ct.Pm (ß = 6.17, p = 0.003; ß = 0.59, p = 0.010). Bone health can vary among different sport types and is associated with TBLM, which may be a modifiable factor to maintain or improve bone health.