The human skeleton is a miracle of engineering, combining both toughness and light weight. It does so because bones possess cellular mechanisms wherein external mechanical loads are sensed. These mechanical loads are transformed into biological signals, which ultimately direct bone formation and/or bone resorption. Osteocytes, since they are ubiquitous in the mineralized matrix, are the cells that sense mechanical loads and transduce the mechanical signals into a chemical response. The osteocytes then release signaling molecules, which orchestrate the recruitment and activity of osteoblasts or osteoclasts, resulting in the adaptation of bone mass and structure. In this review, we highlight current insights in bone adaptation to external mechanical loading, with an emphasis on how a mechanical load placed on whole bones is translated and amplified into a mechanical signal that is subsequently sensed by the osteocytes.