Objectives: To evaluate whether introduction of treatment alternatives would improve compliance with hormonal replacement therapy (HRT) as primary osteoporosis prevention in women not tolerating the first line osteoporosis prevention schedule. Material and methods: Follow-up in four hospitals participating in the Danish Osteoporosis prevention Study, A total of 706 peri- and postmenopausal women aged 45-57 years between 3 and 24 months from last menstrual bleeding took part, 489 women were randomised to HRT and 217 received HRT by personal choice. A total of 135 (19%) women were hysterectomised. HRT was given as oral or transdermal oestradiol supplemented with progestogen. If the initial treatment allocation was not acceptable several alternatives were available in a pragmatic approach. Results: Compliance with first treatment schedule was lower in women with intact uterus (at 5 years: 48.3 ± 2.3% compliance) than in hysterectomised (64.7 ± 5.8%, P < 0.001 in a Cox analysis) but did not differ after the introduction of HRT alternatives (67.0 ± 2.9 vs 77.8 ± 5.9, P = 0.12). Compliance decreased with increasing age at treatment start (RR = 1.11, P < 0.001) in women with intact uterus but not in hysterectomised women (P = 0.96). Headache/migraine was more frequent among women with intact uterus on oral sequential oestrogen plus progestogen than among hysterectomised women receiving oral continuous oestrogen (RR = 11.3, P < 0.01). Conclusions: It seems possible to maintain a high HRT compliance by a pragmatic approach including offering alternative HRT formulations to women not tolerating the primary HRT. Further research into long-term compliance with HRT and cost-benefit is warranted.