Anorexia nervosa (AN) is associated with decreased bone mineral density and increased risk of fracture. The aim of this study was to assess bone geometry, volumetric bone mineral density (vBMD), trabecular microarchitecture and estimated failure load in weight-bearing vs. non-weight-bearing bones in AN. We included twenty-five females with AN, and twenty-five female controls matched on age and height. Bone geometry, vBMD and trabecular microarchitecture were assessed using high-resolution peripheral quantitative computed tomography of the distal radius and tibia. At both sites, cortical perimeter and total bone area were similar in patients and controls. Total vBMD was lower in the AN group in the tibia (p < 0.0005) but not in the radius. In the tibia, cortical thickness was approximately 25% lower (p < 0.0005) in the AN group, whereas there was no significant difference in the radius. In terms of trabecular microarchitecture, all indices [bone volume/tissue volume (BV/TV); trabecular thickness (Tb.Th.), trabecular number (Tb.N) and trabecular spacing (Tb.Sp.)] were impaired in AN in the tibia (p values range < 0.01–0.0001). In the radius, BV/TV and Tb.N were lower (p < 0.05 and p < 0.001, respectively); Tb.Sp. was higher (p < 0.001), whereas Tb.Th. did not differ, compared to controls. Estimated failure load was lower in patients in both the radius and the tibia (p < 0.0005 and p < 0.0001, respectively), most pronounced in the tibia. In conclusion, the impairment of cortical thickness and estimated failure load were significantly more pronounced in the weight-bearing tibia, compared to the non-weight-bearing radius, implying a direct effect of low body weight on bone loss in AN.