Bone mineral density (BMD), which is used to assess bone health, is often diminished in chronic disease states, such as diabetes, which increases the risk of bone fracture. The circulating vitamin C and 25-hydroxy-vitamin D levels are commonly lower in diabetic patients. Vitamin D is implicated in bone formation, while vitamin C has been shown to inhibit osteoclastic activity. Vascular cell adhesion molecule-1 (VCAM-1) promotes osteoclastic activity and bone loss. This study investigated whether any association exists between vitamin C and vitamin D status and BMD and VCAM-1 levels in female diabetic subjects (n = 65). 25-hydroxy-vitamin D had no significant relationship with either BMD or VCAM-1 levels. However, vitamin C showed a significant positive association with BMD and a negative association with VCAM-1. This suggests that combined supplementation with vitamin D and vitamin C, rather than supplementation with vitamin D alone, could be a better strategy for the improvement of bone health and thus deserves further investigation.