Bone is influenced by many factors such as genetics and mechanical loading, but the short-term physiological effects of these factors on bone (re)modelling are not well characterised. This study investigated the effects of endurance trainability phenotype, sex, and interval running training (7-week intervention) on bone collagen formation in rats using a deuterium oxide stable isotope tracer method. Bone samples of the femur diaphysis, proximal tibia, mid-shaft tibia, and distal tibia were collected after necropsy from forty-six 9 ± 3-month male and female rats selectively bred for yielding low (LRT) or high (HRT) responses to endurance training. Bone collagen proteins were isolated and hydrolysed, and fractional synthetic rates (FSRs) were determined by the incorporation of deuterium into protein-bound alanine via GC-pyrolysis-IRMS. There was a significant large main effect of phenotype at the femur site (p < 0.001; η2g = 0.473) with HRT rats showing greater bone collagen FSRs than LRT rats. There was a significant large main effect of phenotype (p = 0.008; η2g = 0.178) and a significant large main effect of sex (p = 0.005; η2g = 0.196) at the proximal site of the tibia with HRT rats showing greater bone collagen FSRs than LRT rats, and male rats showing greater bone collagen FSRs compared to female rats. There was a significant large main effect of training at the mid-shaft site of the tibia (p = 0.012; η2g = 0.159), with rats that underwent interval running training having greater bone collagen FSRs than control rats. Similarly, there was a significant large main effect of training at the distal site of the tibia (p = 0.050; η2g = 0.156), with rats in the interval running training group having greater bone collagen FSRs compared to rats in the control group. Collectively, this evidence highlights that bone responses to physiological effects are site-specific, indicating that interval running training has positive effects on bone collagen synthesis at the tibial mid-shaft and distal sites, whilst genetic factors affect bone collagen synthesis at the femur diaphysis (phenotype) and proximal tibia (phenotype and sex) in rats.