Background: Stress fractures and other musculoskeletal injuries are major sources of morbidity among female military trainees. Several risk factors have been postulated, particularly pre-existing fitness, usually assessed with post-entry run time for <1.0 mile. Purpose: Physical fitness is not formally evaluated prior to Army entry. If a valid and simple test that identified women at increased risk of stress fracture were available and could be applied prior to entry, it would facilitate cost-benefit studies of deferral or interventions. These analyses were undertaken to determine if a 5-minute step test conducted before entry identified women at increased risk. Methods: A prospective study was conducted of weight-qualified women entering the Army in 2005-2006, with analyses completed in 2011. At the pre-entry examination, information was collected on age, BMI, smoking, race, and activity level. Everyone took the step test. All outpatient medical encounters were captured, and stress fractures and other musculoskeletal injuries identified. Women with stress fractures and those with other musculoskeletal injuries were evaluated separately. Results: 1568 women were included in the study; 109 developed stress fractures and 803 other musculoskeletal injury. Women who failed the step test had a 76% higher stress fracture incidence and a 35% higher incidence of other musculoskeletal injuries. There was effect modification between age and test failure for stress fracture. Conclusions: A step test that can be administered before military entry identifies women with increased incidence of stress fracture and other musculoskeletal injury. This test could be used pre-entry to defer or target high-risk recruits for tailored fitness training before or after military entrance.