Over 90% of hip fractures are caused by falls. Due to a fall-induced impact on the greater trochanter, the posterior part of the thin superolateral cortex of the femoral neck is known to experience the highest stress, making it a fracture-prone region. Cortical geometry of the proximal femur, in turn, reflects a mechanically appropriate form with respect to habitual exercise loading. In this finite element (FE) modeling study, we investigated whether specific exercise loading history is associated with femoral neck structural strength and estimated fall-induced stresses along the femoral neck. One hundred and eleven three-dimensional (3D) proximal femur FE models for a sideways falling situation were constructed from magnetic resonance (MR) images of 91 female athletes (aged 24.7 ± 6.1 years, > 8 years competitive career) and 20 non-competitive habitually active women (aged 23.7 ± 3.8 years) that served as a control group. The athletes were divided into five distinct groups based on the typical loading pattern of their sports: high-impact (H-I: triple-jumpers and high-jumpers), odd-impact (O-I: soccer and squash players), high-magnitude (H-M: power-lifters), repetitive-impact (R-I: endurance runners), and repetitive non-impact (R-NI: swimmers). The von Mises stresses obtained from the FE models were used to estimate mean fall-induced stresses in eight anatomical octants of the cortical bone cross-sections at the proximal, middle, and distal sites along the femoral neck axis. Significantly (p < 0.05) lower stresses compared to the control group were observed: the H-I group — in the superoposterior (10%) and posterior (19%) octants at the middle site, and in the superoposterior (13%) and posterior (22%) octants at the distal site; the O-I group — in the superior (16%), superoposterior (16%), and posterior (12%) octants at the middle site, and in the superoposterior (14%) octant at the distal site; the H-M group — in the superior (13%) and superoposterior (15%) octants at the middle site, and a trend (p = 0.07, 9%) in the superoposterior octant at the distal site; the R-I group — in the superior (14%), superoposterior (23%) and posterior (22%) octants at the middle site, and in the superoposterior (19%) and posterior (20%) octants at the distal site. The R-NI group did not differ significantly from the control group. These results suggest that exercise loading history comprising various impacts in particular is associated with a stronger femoral neck in a falling situation and may have potential to reduce hip fragility.