Primary myelofibrosis (MF) is a severe chronic myeloproliferative neoplasm, progressing towards a terminal stage with insufficient haematopoiesis and osteosclerotic manifestations. Whilst densitometry studies have showed MF patients to have elevated bone mineral density, data on bone geometry and micro-structure assessed with non-invasive methods are lacking. We measured areal bone mineral density (aBMD) using dual-energy X-ray absorptiometry (DXA). Bone geometry, volumetric BMD, and micro-architecture were measured using high-resolution peripheral quantitative computed tomography (HR-pQCT). We compared the structural parameters of bones by comparing 18 patients with MF and healthy controls matched for age, sex, and height. Blood was analysed for biochemical markers of bone turnover in patients with MF. There were no significant differences in measurements of bone geometry, volumetric bone mineral density, and micro-structure between MF patients and matched controls. Estimated bone stiffness and bone strength were similar between MF patients and controls. The level of pro-collagen type 1 N-terminal pro-peptide (P1NP) was significantly increased in MF, which may indicate extensive collagen synthesis, one of the major diagnostic criteria in MF. We conclude that bone mineral density, geometry, and micro-architecture in this cohort of MF patients are comparable with those in healthy individuals.