Bone density (BD) is an important factor in osteoporotic fracture risk in humans. However, BD is a complex trait confounded by environmental influences and polygenic inheritance. Sheep provide a potentially useful model for studying differences in BD, as they provide a means of circumventing complex environmental factors and are a similar weight to humans. The aims of this study were to establish whether there is genetic variation in BD in sheep and then to localise quantitative trait loci (QTLs) associated with this variation. We also aimed to evaluate the relationship between fat and muscle body components and BD in sheep. Results showed that there was significant (P < 0.01) genetic variation among Coopworth sheep sires for BD. This genetic difference was correlated (P < 0.01) with body weight and muscle mass. A number of QTLs exceeding the suggestive threshold were identified (nine in total). Of these, two (chromosomes 1, P < 0.05; chromosome 24, P < 0.01) were significant using genome-wide permutation significance thresholds (2000 iterations). The position of the QTL on chromosome 24 coincided with a number of other body composition QTLs, indicating possible pleiotropic effects or the presence of multiple genes affecting body composition at that site. This study shows that sheep are potentially a useful model for studying the genetics of BD.