Introduction: Chronic kidney disease (CKD) exposes to an increased incidence of fragility fractures. International guidelines recommend performing bone mineral density (BMD) if the results will impact treatment decisions. It remains unknown where bone loss occurs and what would preclude the longitudinal loss in patients with CKD. Here, we aimed to investigate factors influencing BMD and to analyze the longitudinal BMD changes. Methods: In the NephroTest cohort, we measured BMD at the femoral neck, total hip, lumbar spine, and proximal radius, together with circulating biomarkers and standardized measured glomerular filtration rate (mGFR) by 51Cr-EDTA in a subset of patients with CKD stage 1 to 5 followed during 4.3 ± 2.0 years. A linear mixed model explored the longitudinal bone loss and the relationship of associated factors with BMD changes. A total of 858 patients (mean age 58.9 ± 15.2 years) had at least 1 and 477 had at least 2 BMD measures. Results: At baseline, cross-sectional analysis showed a significantly lower BMD at femoral neck and total hip and a significant higher serum parathyroid hormone (PTH) along with CKD stages. Baseline age, gender, tobacco, low body mass index (BMI), and high PTH levels were significantly associated with low BMD. Longitudinal analysis during the mean 4.3 years revealed a significant bone loss at the radius only. BMD changes at the femoral neck were associated with BMI, but not CKD stages or basal PTH levels. Conclusions: CKD is associated with low BMD and high PTH in the cross-sectional analysis. Longitudinal bone loss occurred at the proximal radius after 4.3 years.