Introduction: Maintaining optimal level of bone mineral density during Premenopause plays an important role in reducing the risk (relative risk of 1.5-3 times mire) of osteoporosis and the subsequent fractures in post-menopausal , therefore aim of this study was to explore the effect of weight-bearing exercise on bone mineral density of premenopausal women. Materials and Methods: In this semi-experimental pretestposttest with control group design, 20 premenopausal women in the 40 to 45 age range were randomly selected and distributed in two experimental and control groups. Experimental group completed 12 weeks of training, three times a week and 70 minutes per session. Before and after the period of 12 weeks, femoral bone mineral density in all samples were measured by DEXA bone mineral densitometry. We used K-S test for normality assumption, independent sample t-test in within-subject design and paired t-test, ANCOVA for between-subject design. Significance level was 0.05 SPSS-21 was used. Results: The results revealed that 12 week weight bearing exercise resulted in an increase in femoral bone mineral density among participants in experimental group with the significant decrease in control group. Bone mineral density of femoral neck and total hip among the subjects distributed in experimental group, was significantly different from corresponding areas in control group. Discussion: It should be emphasized that exercise is the harmless and appropriate approach to prevent any decrease in bone mineral density in menopausal period which can prevent decrease in bone mineral density due to aging in this period.