Stunting and pubertal delay are common among children growing up with human immunodeficiency virus (HIV) and are associated with bone and muscle impairments. We investigated factors associated with bone density and muscle function in adolescents living with HIV (ALWH). The VITALITY trial (PACTR202009897660297) investigated whether vitamin D and calcium supplementation improves musculoskeletal health among ALWH. A total of 842 ALWH aged 11-19 years, established on antiretroviral therapy (ART) for ≥6 months, were enrolled from HIV clinics in Zambia and Zimbabwe. Clinical history and examination were undertaken, and serum 25-hydroxyvitamin D3 (25[OH]D3) was measured. Dual-energy X-ray absorptiometry measured total-body-less-head bone mineral density adjusted for height (TBLH-BMDHT), and lumbar spine bone mineral apparent density (LS-BMAD) z scores. The association between a priori-defined covariates and musculoskeletal outcomes were investigated using baseline enrollment data and multivariable logistic regression. TBLH-BMDHT z scores were impaired (mean, -1.42 for male and -0.63 female participants), as were LS-BMAD z scores (mean -1.15 for male and -0.47 for female participants). In bivariate analysis, early pubertal stage, less physical activity, and older age at ART initiation were associated with lower TBLH-BMDHT z scores. Younger age, early pubertal stage, and low socioeconomic status were associated with lower LS-BMAD z scores. Grip-strength-for-height and jump-power-for-height z scores were associated with lower TBLH-BMDHT and LS-BMAD z scores. Low dietary vitamin D and calcium were associated with lower adjusted TBLH-BMDHT z scores. Lower 25(OH)D3 was associated with lower adjusted TBLH-BMDHT and LS-BMAD z scores. Deficits in bone density are common in ALWH. Vitamin D and calcium supplementation and promotion of exercise may improve musculoskeletal health among perinatally infected ALWH.