The vertebrate skeleton consists of over 200 individual bones, each with its own unique shape, size and function. We study the role of intrauterine muscle-induced mechanical loads in determining the three-dimensional morphology of developing bones. Analysis of the force-generating capacity of intrauterine muscles in mice revealed that developing bones are subjected to significant and progressively increasing mechanical challenges. To evaluate the effect of intrauterine loads on bone morphogenesis and the contribution of the emerging shape to the ability of bones to withstand these loads, we monitored structural and mineral changes during development. Using daily micro-CT scans of appendicular long bones we identify a developmental program, which we term preferential bone growth, that determines the specific circumferential shape of each bone by employing asymmetric mineral deposition and transient cortical thickening. Finite element analysis demonstrates that the resulting bone structure has optimal load-bearing capacity. To test the hypothesis that muscle forces regulate preferential bone growth in utero, we examine this process in a mouse strain (mdg) that lacks muscle contractions. In the absence of mechanical loads, the stereotypical circumferential outline of each bone is lost, leading to the development of mechanically inferior bones. This study identifies muscle force regulation of preferential bone growth as the module that shapes the circumferential outline of bones and, consequently, optimizes their load-bearing capacity during development. Our findings invoke a common mechanism that permits the formation of different circumferential outlines in different bones.