Background: Cholangiocellular adenocarcinoma (CCA) is a rare and aggressive malignancy originating from the bile ducts. Its general prognosis is poor as therapeutic options are limited. Many patients present with advanced stages of disease, and palliative chemotherapy remains the only treatment option. Prognostic markers to assess the outcome of chemotherapeutic treatment in CCA are limited. We therefore evaluated bone mineral density (BMD) as a prognostic tool in patients with advanced CCA. Patients and Methods: We included 75 patients with advanced CCA that were treated at our academic tumor center. Prior to treatment, bone mineral density was analyzed at the first lumbar vertebra using routine CT scans in the venous phase and the local PACS (IntelliSpace PACS, Philips, Amsterdam, The Netherlands). Results: BMD was not significantly different between male and female patients but decreased with age. Patients with BMD above 167 HU have a significantly improved overall survival (474 days vs. 254 days; log-rank X2(1) = 6.090; p = 0.014). The prognostic value of BMD was confirmed using univariate (HR 2.313 (95%CI: 1.170–4.575); p = 0.016) and multivariate (HR 4.143 (95%CI: 1.197–14.343); p = 0.025) Cox regression analyses. Subgroup analysis revealed that the prognostic value of BMD was only present in female patients and not in male patients, suggesting sex-specific differences. Conclusions: Our data suggest that BMD is a valuable, easily accessible, and independent prognostic marker for overall survival in patients with advanced CCA. Furthermore, subgroup analysis showed the sex specificity of this marker, which demonstrated relevance only in female patients.