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With aging, bone density is reduced, increasing the risk of suffering osteoporosis and fractures. Increasing physical activity (PA) may have preventive effects. However, until now, no studies have considered movement behaviors with compositional data or its association to bone mass and structure measured by peripheral computed tomography (pQCT). Thus, the aim of our study was to investigate these associations and to describe movement behavior distribution in older adults with previous falls and fractures and other related risk parameters, taking into account many nutritional and metabolic confounders. In the current study, 70 participants above 65 years old (51 females) from the city of Zaragoza were evaluated for the EXERNET-Elder 3.0 project. Bone mass and structure were assessed with pQCT, and PA patterns were objectively measured by accelerometry. Prevalence of fear of falling, risk of falling, and history of falls and fractures were asked through the questionnaire. Analyses were performed using a compositional data approach. Whole-movement distribution patterns were associated with cortical thickness. In regard to other movement behaviors, moderate-to-vigorous PA (MVPA) showed positive association with cortical thickness and total true bone mineral density (BMD) at 38% (all p < 0.05). In addition, less light PA (LPA) and MVPA were observed in those participants with previous fractures and fear of falling, whereas those at risk of falling and those with previous falls showed higher levels of PA. Our results showed positive associations between higher levels of MVPA and volumetric bone. The different movement patterns observed in the groups with a history of having suffered falls or fractures and other risk outcomes suggest that different exercise interventions should be designed in these populations in order to improve bone and prevent the risk of osteoporosis and subsequent fractures.