Mechanical loading presents a potent osteogenic stimulus to bone cells, but bone cells desensitize rapidly to mechanical stimulation. Resensitization must occur before the cells can transduce future mechanical signals effectively. Previous experiments show that mechanical loading protocols are more osteogenic if the load cycles are divided into several discrete bouts, separated by several hours, than if the cycles are applied in a single uninterrupted bout. We investigated the effect of discrete mechanical loading bouts on structure and biomechanical properties of the rat ulna after 16 weeks of loading. The right ulnas of 26 adult female rats were subjected to 360 load cycles/day, delivered in a haversine waveform at 17 N peak force, 3 days/week for 16 weeks. One‐half of the animals (n = 13) were administered all 360 daily cycles in a single uninterrupted bout (360 × 1);​ the other half were administered 90 cycles four times per day (90 × 4), with 3 h between bouts. A nonloaded baseline control (BLC) group and an age‐matched control (AMC) group (n = 9/group) were included in the experiment. The following measurements were collected after death:​ in situ mechanical strain at the ulna midshaft;​ ulnar length;​ maximum and minimum second moments of area (I_MAX and I_MIN) along the entire length of the ulnas (1‐mm increments);​ and ultimate force, energy to failure, and stiffness of whole ulnas. Qualitative observations of bone morphology were made from whole bone images reconstructed from microcomputed tomography (μCT) slices. Loading according to the 360 × 1 and 90 × 4 schedules improved ultimate force by 64% and 87%, energy to failure by 94% and 165%, I_MAX by 13% and 26% (in the middistal diaphysis), I_MIN by 69% and 96% (in the middistal diaphysis), and reduced peak mechanical strain by 40% and 36%, respectively. The large increases in biomechanical properties occurred despite very low 5–12% gains in areal bone mineral density (aBMD) and bone mineral content (BMC). Mechanical loading is more effective in enhancing bone biomechanical and structural properties if the loads are applied in discrete bouts, separated by recovery periods (90 × 4 schedule), than if the loads are applied in a single session (360 × 1). Modest increases in aBMD and BMC can improve biomechanical properties substantially if the new bone formation is localized to the most biomechanically relevant sites, as occurs during load‐induced bone formation.