This experimental study compares geometric and densitometric properties of cortical and trabecular bone at the lower limb and the distal radius with those at the femoral neck, and evaluates their ability to predict mechanical failure loads of the proximal femur. One hundred five cadavers were examined with peripheral quantitative computed tomography (LpQCT), with measurements being performed in situ at the distal radius (4%, 20%, 33%), at the distal and proximal tibia, at the tibial and femoral shaft, and at the distal femur. Ex situ measurements were obtained at the femoral neck and at the proximal femoral shaft. Pairs of femora were mechanically tested in a vertical loading and a side impact (fall) configuration. The total (cross-sectional) bone mineral content and trabecular density, but not the cortical properties, displayed a higher association between the femoral neck and the peripheral lower limb than between the neck and the distal radius. Approximately 50%–60% of the variability of femoral failure loads (and >80% of trochanteric side impact fractures) were predicted by in vitro measurements at the neck. Geometric cortical parameters and density contributed independently and significantly to femoral strength. Measurements at the peripheral skeleton explained, however, only 30%–45% of the variability of femoral failure, with no significant difference between the lower limb and the distal radius. At peripheral sites, a combination of geometric and densitometric variables was slightly superior to bone mineral content alone in predicting failure in vertical loading, but this was less evident for cervical side impact fractures. The results show that a stronger association of total bone mineral content and trabecular density between the femoral neck and the lower limb does not translate into improved prediction of femoral strength from measurements at the lower limb vs. those at the distal radius.