Seven new tanzawaic acid derivatives, steckwaic acids E-K (1-7), and one new benzene derivate (8), together with seven known tanzawaic acid analogues (9-16) were isolated from the marine algicolous fungus Penicillium steckii SCSIO 41040. The structures and absolute configurations of these new compounds (1-8) were determined by spectroscopic analyses, X-ray diffraction, and comparison of ECD spectra to calculations. Compounds 2, 10, and 15 inhibited lipopolysaccharide (LPS)-induced nuclear factor kappa-B (NF-κB) with IC50 values of 10.4, 18.6, and 15.2 μM, respectively. Compound 2 could suppress the receptor activator of NF-κB ligand (RANKL)-induced osteoclast differentiation in bone marrow macrophage cells (BMMCs). To the best of our knowledge, this is the first report of osteoclastogenesis inhibitory activity for tanzawaic acid derivatives.