Mechanical stress determines bone mass and structure. It is not known whether mechanical loading affects expression of bone regulatory genes in a combined deficiency of estrogen and vitamin D. We studied the effect of mechanical loading on the messenger RNA (mRNA) expression of bone regulatory genes during vitamin D and/or estrogen deficiency. We performed a single bout in vivo axial loading with 14 N peak load, 2 Hz frequency and 360 cycles in right ulnae of nineteen weeks old female control Wistar rats with or without ovariectomy (OVX), vitamin D deficiency and the combination of OVX and vitamin D deficiency (N = 10/group). Total bone RNA was isolated 6 hours after loading, and mRNA expression was detected of Mepe, Fgf23, Dmp1, Phex, Sost, Col1a1, Cyp27b1, Vdr, and Esr1. Serum levels of 25(OH)D, 1,25(OH)2D and estradiol were also measured at this time point. The effect of loading, vitamin D and estrogen deficiency and their interaction on bone gene expression was tested using a mixed effect model analysis. Mechanical loading significantly increased the mRNA expression of Mepe, and Sost, whereas it decreased the mRNA expression of Fgf23 and Esr1. Mechanical loading showed a significant interaction with vitamin D deficiency with regard to mRNA expression of Vdr and Esr1. Mechanical loading affected gene expression of Mepe, Fgf23, Sost, and Esr1 independently of vitamin D or estrogen, indicating that mechanical loading may affect bone turnover even during vitamin D deficiency and after menopause.