Background Job strain has been associated with depressive symptoms, and depression has been associated with low bone mineral density (BMD). Purpose The associations between BMD and job strain have not been studied. We examined the relations between BMD, job strain, and depressive symptoms in a population-based group of young adults in Finland. Method Ultrasonic measurement of BMD at the calcaneus was performed on 777 participants (men 45 %, aged 30–45) drawn from the Cardiovascular Risk in Young Finns Study. Job strain was assessed by self-administered questionnaires by the combination of job demands and job control. Depressive symptoms were assessed with a modified Beck Depression Inventory. The effects of job strain on BMD were studied with multivariable analyses with age, sex, BMI, vitamin D, and calcium intake, physical activity, cigarette smoking, alcohol use, and depressive symptoms as covariates. Results Depressive symptoms were independently associated with lower BMD T score in participants with high job strain ( β  = −0.241, p  = 0.02), but depressive symptoms were not significantly associated with BMD in the low ( β  = −0.160, p  = 0.26) and intermediate ( β  = −0.042, p  = 0.66) job strain categories. Conclusion The results suggest that job strain modifies the association between depressive symptoms and BMD. Depressed individuals with high work-related stress might be in increased risk of lower bone mineral density.