A new therapeutic option to treat osteoporosis is focused on Wnt signaling and its inhibitor sclerostin, a product of the Sost gene. In this work, we study the effect of sclerostin deficiency on trabecular bone formation and resorption in male and female mice and whether it affects mechano-responsiveness. Male and female 10- and 26-week-old Sost knockout (KO) and littermate controls (LCs) were subjected to in vivo mechanical loading of the left tibia for 2 weeks. The right tibia served as internal control. The mice were imaged using in vivo micro-computed tomography at days 0, 5, 10, and 15 and tibiae were collected for histomorphometric analyses after euthanasia. Histomorphometry and micro-CT-based 3D time-lapse morphometry revealed an anabolic and anti-catabolic effect of Sost deficiency although increased trabecular bone resorption accompanied by diminished trabecular bone formation occurred with age. Loading led to diminished resorption in adult female but not in male mice. A net gain in bone volume could be achieved with mechanical loading in Sost KO adult female mice, which occurred through a further reduction in resorbed bone volume. Our data show that sclerostin deficiency has a particularly positive effect in adult female mice. Sclerostin antibodies are approved to treat postmenopausal women with high risk of osteoporotic fractures. Further studies are required to clarify whether both sexes benefit equally from sclerostin inhibition.