Background: Dietary calcium and vitamin D are essential for bone development. Apart from diet, physical activity may potentially improve and sustain bone health. Objective: To investigate the relationship between the dietary intake of calcium and vitamin D, physical activity, and bone mineral content (BMC) in 13-year-old Malaysian adolescents. Design: Cross-sectional. Setting: Selected public secondary schools from the central and northern regions of Peninsular Malaysia. Participants: The subjects were from the Malaysian Health and Adolescents Longitudinal Research Team Cohort study (MyHeARTs). Methods: The data included seven-day diet histories, anthropometric measurements, and the BMC of calcaneal bone using a portable broadband ultrasound bone densitometer. Nutritionist Pro software was used to calculate the dietary calcium and vitamin D intakes from the diet histories, based on the Nutrient Composition of Malaysian Food Database guidance for the dietary calcium intake and the Singapore Energy and Nutrient Composition of Food Database for vitamin D intake. Results: A total of 289 adolescents (65.7% females) were recruited. The average dietary intakes of calcium and vitamin D were 377 ± 12 mg/day and 2.51 ± 0.12 µg/day, respectively, with the majority of subjects failing to meet the Recommended Nutrient Intake (RNI) of Malaysia for dietary calcium and vitamin D. All the subjects had a normal Z-score for the BMC (−2.00 or higher) with a mean of 0.55 ± 0.01. From the statistical analysis of the factors contributing to BMC, it was found that for those subjects with a higher intake of vitamin D, a higher combination of the intake of vitamin D and calcium resulted in significantly higher BMC quartiles. The regression analysis showed that the BMC might have been influenced by the vitamin D intake. Conclusions: A combination of the intake of vitamin D and calcium is positively associated with the BMC.