Numerous quantitative trait loci (QTLs) affecting bone traits have been identified in the mouse; however, few of the underlying genes have been discovered. To improve the process of transitioning from QTL to gene, we describe an integrative genetics approach, which combines linkage analysis, expression QTL (eQTL) mapping, causality modeling, and genetic association in outbred mice. In C57BL/6J × C3H/HeJ (BXH) F₂ mice, nine QTLs regulating femoral BMD were identified. To select candidate genes from within each QTL region, microarray gene expression profiles from individual F₂ mice were used to identify 148 genes whose expression was correlated with BMD and regulated by local eQTLs. Many of the genes that were the most highly correlated with BMD have been previously shown to modulate bone mass or skeletal development. Candidates were further prioritized by determining whether their expression was predicted to underlie variation in BMD. Using network edge orienting (NEO), a causality modeling algorithm, 18 of the 148 candidates were predicted to be causally related to differences in BMD. To fine‐map QTLs, markers in outbred MF1 mice were tested for association with BMD. Three chromosome 11 SNPs were identified that were associated with BMD within the Bmd11 QTL. Finally, our approach provides strong support for Wnt9a, Rasd1, or both underlying Bmd11. Integration of multiple genetic and genomic data sets can substantially improve the efficiency of QTL fine‐mapping and candidate gene identification.