Thirteen new sirenin derivatives named eupenicisirenins C–O (1–13), along with a biosynthetically related known one (14), were isolated from the mangrove sediment-derived fungus Penicillium sp. SCSIO 41410. The structures, which possessed a rare cyclopropane moiety, were confirmed by extensive analyses of the spectroscopic data, quantum chemical calculations, and X-ray diffraction. Among them, eupenicisirenin C (1) exhibited the strongest NF-κB inhibitory activities, as well as suppressing effects on cGAS-STING pathway. Moreover, 1 showed the significant inhibitory effect on RANKL-induced osteoclast differentiation in bone marrow macrophages cells, and also displayed the therapeutic potential on prednisolone-induced zebrafish osteoporosis. Transcriptome analysis and the following verification tests suggested that its anti-osteoporotic mechanism is related to the extracellular matrix receptor interaction-related pathways. This study provided a promising marine-derived anti-osteoporotic agent for the treatment of skeletal disease.