Background: Reduced bone mineral density (BMD) is one of the most frequent medical complications of anorexia nervosa (AN). The purpose of this paper was to conduct a systematic review of the association between weight gain/restoration and BMD in adolescents with AN. Methods: Literature searches, study selection, method, and quality appraisal were performed independently by two authors, and data were collated using a narrative approach. Results: Of the 1156 articles retrieved, 19 studies met the inclusion criteria, and their analysis revealed four main findings. First, six studies reported that weight gain and restoration are associated with BMD stabilization after one year of follow-up from baseline. Second, seven studies with longer follow-up periods (≈16 months) reported significant improvements in BMD measures. Third, one study showed that normalization of BMD can be achieved after ≈30-month follow-up of normal-weight maintenance. Fourth, another study showed that male adolescents with AN who achieve weight gain but remain underweight may experience further BMD loss, unlike their weight-restored counterparts (BMI ≥ 19 kg/m2), who show a significant increase in BMD and bone mineral accrual rates that double those of healthy male adolescents. The first two findings can be considered robust, as they are supported by strong evidence. The third and fourth findings, however, derive from single studies and therefore require further confirmation. Conclusion: The literature supports weight gain as an effective strategy for promoting BMD increase in adolescents with AN. However, this process is slow, and improvements do not become detectable until ≈16-month follow-up.