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This study examined the effects of high-impact weight-bearing exercise on bone mineral density (BMD) and bone metabolic markers in middle-aged premenopausal women. Forty middle-aged premenopausal women were initially enrolled, but thirty-one participants (40.34 &plusmn, 3.69 years) completed in the study. The subjects were randomly divided into two groups including the high-impact weight-bearing exercise group (HWE, n = 14) and control group (CON, n = 17). The HWE group participated in the exercise for 50 min a day, three days per week for four months, while the CON group maintained their regular lifestyle. The HWE program included 10 different high-impact weight-bearing exercises such as jumping and running. BMD was measured using DXA (Hologic, QDR 4500W, Marlborough, MA, USA). The bone metabolic markers including serum 25-(OH) D, intact parathyroid hormone (PTH), osteoprotegerin (OPG), osteopontin (OPN), receptor activator of nuclear factor &kappa, B ligand (RANKL), osteocalcin (OC), C-terminal telopeptide of type 1 collagen (CTX), and calcium were analyzed. The results showed that the BMDs of femur, lumbar, and forearm did not significantly change during the intervention period in both the HWE and CON groups. A significant decrease in bone formation markers such as OC (F = 10.514, p = 0.003, &eta, p2 = 0.266) and an increase in bone resorption marker including CTX (F = 8.768, p = 0.006, &eta, p2 = 0.232) were found only in the CON group, while these values did not change in the HWE group. There was a significant increase in serum 25-(OH) D (F = 4.451, p = 0.044, &eta, p2 = 0.133) in the HWE group. Our findings suggest that four months of HWE is not sufficient to improve BMD and bone metabolic markers, but this impact exercise program may prevent the age-associated changes in bone turnover markers in middle-aged premenopausal women.