Background To explore the prevalence of bone loss among patients with rheumatoid arthritis (RA) and healthy controls (HC) and further explored the risk factors for osteopenia and osteoporosis of RA patients. Methods A cross-sectional survey was undertaken in four hospitals in different districts in South China to reveal the prevalence of bone loss in patients. Case records, laboratory tests, and bone mineral density (BMD) results of patients were collected. Traditional multivariable logistic regression analysis and two machine learning methods, including least absolute shrinkage selection operator (LASSO) and random forest (RF) were for exploring the risk factors for osteopenia or osteoporosis in RA patients. Results Four hundred five patients with RA and 198 HC were included. RA patients had lower BMD in almost BMD measurement sites than healthy controls; the decline of lumbar spine BMD was earlier than HC. RA patients were more likely to comorbid with osteopenia and osteoporosis (p for trend < 0.001) in the lumbar spine than HC. Higher serum 25-hydroxyvitamin D3 level and using tumor necrosis factor inhibitor in the last year were protective factors; aging, lower body mass index, and increased serum uric acid might be risk factors for bone loss. Conclusions RA patients were more prone and earlier to have bone loss than HC. More attention should be paid to measuring BMD in RA patients aging with lower BMI or hyperuricemia. Besides, serum vitamin D and all three measurement sites are recommended to check routinely. TNFi usage in the last year might benefit bone mass.