The study investigated the association between osteoporosis knowledge and bone health in 562 autoimmune disease patients aged 18 years and older who underwent DXA scanning from March 202 to September 2023. The mean osteoporosis knowledge score was 12.67 ± 5.63 (57.6% of 22 points), measured by the Chinese version of the OPAAT-C in the areas symptoms, diagnosis, prevention and risk factors. Among 253 patients (45.0%) with low bone mineral density (BMD), 78 (30.8%) were in the low knowledge group according to LCA analysis. Higher knowledge about osteoporosis was significantly associated with higher lumbar spine BMD and lower risk of osteoporosis. In multivariate linear regression, higher knowledge scores were positively associated with lumbar spine BMD (β = 0.051; 95% CI: 0.013 to 0.088; p = 0.008). Patients in the highest knowledge quartile (Q4) had a 51.7% lower risk of low BMD compared to the lowest quartile (Q1) (OR = 0.481; 95% CI: 0.240 to 0.956; p = 0.038). Mediation analysis showed an indirect effect through the action score (β = −0.015; 95% CI: −0.031 to −0.003; p = 0.041) and subgroup analysis revealed an interaction between knowledge and gender on lumbar BMD (p = 0.027).