Bone mineral density (BMD) is a complex trait having genetic and environmental determination. There are gender-specific differences in BMD measurements, and the rate of BMD changes with age and lifestyle. Previous studies have shown that the genetic loci underlying BMD variation are gender-specific in mice and humans. Our study aimed to investigate correlations between BMD at the spine, hip, and ultradistal radius (UD) and degree of shared genetic and environmental factors among them in females and males, separately. For a large sample of 4,489 subjects containing 2,667 females and 1,822 males from 512 Caucasian pedigrees, we performed bivariate variance decomposition analyses. Our results showed that the genetic correlations (rhoG), environmental correlations (rhoE), and phenotypical correlations (rhoP) were all significant and positive. Strong genetic correlations were observed in both female and male groups, ranging 0.590-0.738 and 0.583-0.773, respectively. Genetic correlations of BMD at the spine, hip, and UD were generally higher than environmental correlations. In summary, we are the first to test the genetic and environmental correlations in females and males, separately. It is suggested that the phenotypic correlations of BMDs at the three different sites may have more genetic than environmental components. BMDs at the spine and hip may share more environmental components in females than males. We did not detect gender-specific difference in spine/UD and hip/UD. It is also indicated that the environmental factors that preserve or increase BMD at one skeletal site may have similar beneficial effects on some other skeletal sites and vice versa.