Secondary hyperparathyroidism (SHPT) is one of the outcomes of vitamin D deficiency that negatively affects bone metabolism. We studied the ethnic differences in vitamin D status in Finland and its effect on serum intact parathyroid hormone (S-iPTH) concentration and bone traits. The study was done in the Helsinki area (60°N) during January–February 2008. A total of 143 healthy women (20–48 years of age) from two groups of immigrant women (Bangladeshi, n 34 and Somali, n 48), and a group of ethnic Finnish women (n 61) were studied in a cross-sectional setting. Serum concentrations of 25-hydroxyvitamin D (S-25OHD) and S-iPTH were measured. Peripheral quantitative computed tomography measurements were taken at 4 and 66 % of the forearm length. In all groups, the distribution of S-25OHD was shifted towards the lower limit of the normal range. A high prevalence of vitamin D insufficiency (S-25OHD < 50 nmol/l) was observed (89·6 %) in the Somali group. The prevalence of SHPT (S-iPTH>65 ng/l) was higher (79·1 %) in Somali women than in Finnish women (16 %). There was a significant association between S-25OHD and S-iPTH (r − 0·49, P < 0·001). Ethnicity and S-25OHD together explained 30 % of the variation in S-iPTH. The total bone mass at all sites of the forearm, fracture load and stress–strain index was higher (P < 0·001) in Bangladeshi and Finnish women than in Somali women. The high prevalence of hypovitaminosis D, SHPT and low bone status in Somali women indicates a higher risk of osteoporosis.