The albumin-globulin ratio (AGR), which integrates nutritional and inflammatory biomarkers, may reflect skeletal health status; however, its relationship with bone mineral density (BMD) remains inadequately characterized. This cross-sectional analysis utilized data from 10,101 US adults in the National Health and Nutrition Examination Survey 2005 to 2018. Weighted multivariable linear regression was used to evaluate the AGR-BMD associations at the femoral neck and lumbar spine (L1–L4). Generalized additive models identified nonlinearity, with threshold effects quantified by piecewise regression. Subgroup analyses were used to test interactions by sex, race, and comorbidities. After full adjustment, each unit increase in AGR correlated with reduced femoral neck BMD (β = −0.0354 g/cm ² , 95% confidence interval: −0.0464 to −0.0243) and lumbar BMD (β = −0.0245 g/cm ² , 95% confidence interval: −0.0369 to −0.0120). Nonlinear analyses revealed inflection points at AGR = 1.7407 (femoral) and 1.1714 (lumbar), with differential associations below or above thresholds. Women exhibited a 3.1-fold stronger inverse association than men ( P _interaction < .0001). Elevated AGR was independently associated with reduced BMD in adults in the United States, demonstrating nonlinear threshold patterns (1.74 for femoral and 1.17 for lumbar BMD) and pronounced sexual dimorphism. These findings suggest that AGR is a composite biomarker that reflects inflammatory-nutritional pathways that are relevant to skeletal homeostasis.