Over the past years, pituitary hormones and their receptors have been shown to have non-traditional actions that allow them to bypass the hypothalamus-pituitary-effector glands axis. Bone cells—osteoblasts and osteoclasts—express receptors for growth hormone, follicle stimulating hormone (FSH), thyroid stimulating hormone (TSH), adrenocorticotrophic hormone (ACTH), prolactin, oxytocin, and vasopressin. Independent skeletal actions of pituitary hormones on bone have been studied using genetically modified mice with haploinsufficiency and by activating or inactivating the receptors pharmacologically, without altering systemic effector hormone levels. On another front, the discovery of a TSH variant (TSH-βv) in immune cells in the bone marrow and skeletal action of FSHβ through tumor necrosis factor α provides new insights underscoring the integrated physiology of bone-immune-endocrine axis. Here we discuss the interaction of each pituitary hormone with bone and the potential it holds in understanding bone physiology and as a therapeutic target.