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ABSTRACT Bone mineral density (BMD) is heavily relied upon to reflect structural changes affecting hip strength and fracture risk. Strong correlations between BMD and strength are needed to provide confidence that structural changes are reflected in BMD and, in turn, strength. This study investigated how variation in bone structure gives rise to variation in BMD and strength and tested whether these associations differ with external bone size. Cadaveric proximal femurs (n = 30, White women, 36–89+ years) were imaged using nanocomputed tomography (nano‐CT) and loaded in a sideways fall configuration to assess bone strength and brittleness. Bone voxels within the nano‐CT images were projected onto a plane to create pseudo dual‐energy X‐ray absorptiometry (pseudo‐DXA) images consistent with a clinical DXA scan. A validation study using 19 samples confirmed pseudo‐DXA measures correlated significantly with those measured from a commercially available DXA system, including bone mineral content (BMC) (R2 = 0.95), area (R2 = 0.58), and BMD (R2 = 0.92). BMD–strength associations were conducted using multivariate linear regression analyses with the samples divided into narrow and wide groups by pseudo‐DXA area. Nearly 80% of the variation in strength was explained by age, body weight, and pseudo‐DXA BMD for the narrow subgroup. Including additional structural or density distribution information in regression models only modestly improved the correlations. In contrast, age, body weight, and pseudo‐DXA BMD explained only half of the variation in strength for the wide subgroup. Including bone density distribution or structural details did not improve the correlations, but including post‐yield deflection (PYD), a measure of bone material brittleness, did increase the coefficient of determination to more than 70% for the wide subgroup. This outcome suggested material level effects play an important role in the strength of wide femoral necks. Thus, the associations among structure, BMD, and strength differed with external bone size, providing evidence that structure–function relationships may be improved by judiciously sorting study cohorts into subgroups. © 2022 The Authors. JBMR Plus published by Wiley Periodicals LLC on behalf of American Society for Bone and Mineral Research.