Premature ovarian insufficiency is a reproductive endocrine disorder characterized by the cessation of ovarian function before the age of 40 years. Although the etiopathology of POI remains largely unknown, certain causative factors have been identified. Individuals affected by POI are at an increased risk of experiencing bone mineral density (BMD) loss. Hormonal replacement therapy (HRT) is recommended for patients with POI to mitigate the risk of decreased BMD, starting from the time of diagnosis until reaching the average age of natural menopause. Various studies have compared the dose-effect relationship of estradiol supplementation, as well as different HRT formulations on BMD. The impact of oral contraception on reduced BMD or the potential benefits of adding testosterone to estrogen replacement therapy are still subjects of ongoing discussion. This review provides an overview of the latest advancements in the diagnosis, evaluation, and treatment of POI as it relates to BMD loss.