Athletes are often assumed to have strong bones due to their high level of physical activity. However, because of their high energy expenditure, endurance athletes may be at greater risk of Relative Energy Deficiency in Sport (RED-S). One of the established quantitative measures that can be used to evaluate RED-S risk in athletes is low bone mineral density (BMD). The objective of this study was to investigate differences in bone quality between groups at low-risk and at-risk of RED-S in an elite winter endurance athlete cohort. Athletes were screened as being either atrisk or at low-risk of RED-S based on reported symptoms and dual X-ray absorptiometry (DXA) Z-score at the lumbar spine, femoral neck, and hip. Additionally, athletes were scanned using high resolution peripheral quantitative computed tomography (HR-pQCT). Parametric and nonparametric tests were used to examine differences in bone quality between athletes screened as at-risk and those at low-risk of RED-S. Correlations between total RED-S risk and bone measures were also conducted. The results of this study suggest that differences in bone can be observed between athletes at low-risk and those at-risk of RED-S using HR-pQCT. Twenty-eight athletes, 14 males and 14 females, were screened as low-risk of RED-S and 14 athletes, three males and 11 females, were screened as at-risk. When sexes were grouped, cortical area (CtAr) at the radius and failure load at the tibia were significantly different between groups (p < 0.05). When split for sex, males screened as at-risk of RED-S had poorer bone quality than those at low-risk. Significant differences in CtAr and failure load were noted at the tibia assessed with HR-pQCT and at the lumbar spine, femoral neck and hip using DXA. However, few differences were observed between female athlete groups as only cortical porosity (CtPo) was found to significantly differ, being higher in the at-risk group compared with the low-risk group. No differences were observed between female groups with DXA. The novel aspect of this study is its use of HR-pQCT to investigate RED-S risk. In the future, longitudinal studies utilizing bone change over time may provide greater insight into RED-S risk.