Introduction The health problem of postmenopausal women is emerging as an important problem due to the increased aging population. This study investigated the association between dietary inflammatory index (DII) and bone markers in postmenopausal women. Methods A cross-sectional study was conducted on 132 postmenopausal women aged 45–70 years. The DII score was calculated using the 3-day food records and divided into tertiles according to the DII score. The lifestyle factors that could affect bone mineral density (BMD) in postmenopausal women were investigated and included the EuroQol- 5 Dimension (EQ-5D), physical activity, and eating habits. Skeletal muscle index-weight (SMIw) was used to evaluate skeletal muscle mass, and alkaline phosphatase (ALP), bone-specific alkaline phosphatase (BSALP), and phosphorus (P) measured as bone biomarkers. The BMD was measured using dual-energy X-ray absorptiometry, and the association between anthropometric, biochemistry, BMD, and DII was assessed. Results In the anti-inflammatory group, a high intake of fiber, vitamins, and minerals was observed. After adjusting for confound factors, with higher DII score, percent body fat increased (β = 0.168, p = 0.012), and SMIw decreased linear regression analysis (β = −0.329, p = 0.037, respectively). For biochemistry, confound factors were adjusted, with higher DII score, ALP, BSALP and P decreased and DII score increased (β = −0.057, p = 0.002, β = −0.167, p = 0.004, β = −1.799, p = 0.026, respectively). The relationship between DII and BMD was not significant, but osteopenia increased as DII score increased. Conclusion The low DII score is positively associated with low body fat, high muscle mass, elevated bone markers, and low risk of osteopenia.