We performed a prospective study to evaluate the normal changes in bone mineral density (BMD) in the forearm, hip, spine and total body, and to study the agreement between changes in BMD estimated from cross-sectional data and the actual longitudinal changes. Six hundred and twenty subjects (398 women, 222 men; age 20–89 years) without diseases or medication known to affect bone metabolism undertook baseline evaluations, and 525 (336 women, 189 men) completed the study. BMD was measured twice 2 years apart by dual-energy X-ray absorptiometry. From cross-sectional evaluations the only premenopausal bone loss (<0.003 g/cm²/year) was found in the hip. In women after menopause and in men an age-related bone loss (0.002–0.006 g/cm²/year) was found at all sites. The data from the longitudinal evaluation showed a small bone loss in women before menopause at the hip and lumbar spine (<0.4%/year (<0.004 g/cm²/year)); this bone loss nearly tripled in the early postmenopausal years (<10 years since menopause), and thereafter decreased to the premenopausal rate for the hip, and to zero for the lumbar spine. The most pronounced bone loss after menopause occurred in the forearm (1.2 %/year (0.006 g/cm²/year)), and it remained constant throughout life. In men there was a small longitudinal bone loss in the hip throughout life, and a small bone loss in the distal forearm after the age of 50 years. In all groups, except for the early postmenopausal women, we found a small increase in total body BMD with age. When comparing the changes in BMD estimated from cross-sectional data with the longitudinal changes, only the hip and forearm generally displayed agreement, whereas the changes in the total body and spine generally were incongruous. In conclusion, the hip and forearm appear to be the sites with the best agreement between the cross-sectional estimated and the longitudinal age-related changes in BMD.