Military training increases tibial density and size, but it is unknown if men and women adapt similarly to the same arduous training. Seventy-seven men and 57 women not using hormonal contraceptives completed this study. Tibial volumetric bone mineral density (vBMD) and geometry were measured by peripheral quantitative computed tomography (4%, 14%, 38%, and 66% sites) at the start (week 1) and end (week 14) of British Army basic training. Training increased trabecular vBMD (4% site in men; 4% and 14% sites in women), cortical vBMD (38% site), total area (14% and 38% sites), trabecular area (14% site), cortical area and thickness (14%, 38%, and 66% sites), periosteal perimeter (14%, 38%, and 66% sites), and all indices of estimated strength (14%, 38%, and 66% sites); and, decreased endosteal perimeter (66% site) in men and women (all p ≤ 0.045). The increase in trabecular vBMD (4% and 14% sites) was greater in women and the increases in cortical area and strength (38% site) were greater in men (sex × time interactions, all p ≤ 0.047). P1NP increased and βCTX and sclerostin decreased during training in men and women, consistent with adaptive bone formation. PTH decreased in men but increased in women. Arduous weight-bearing activity increased the density and size of the tibia after 14 weeks. Women experienced similar tibial adaptations as men, however, a greater increase in trabecular vBMD in women compared with men could be due to higher loading at this skeletal site in women, whereas the small increase in cortical area could be due to inhibitory effects of oestradiol.