Bone biomechanics have been extensively investigated in the past both with in vitro experiments and numerical models. In most cases either approach is chosen, without exploiting synergies. Both experiments and numerical models suffer from limitations relative to their accuracy and their respective fields of application. In vitro experiments can improve numerical models by: (i) preliminarily identifying the most relevant failure scenarios; (ii) improving the model identification with experimentally measured material properties; (iii) improving the model identification with accurately measured actual boundary conditions; and (iv) providing quantitative validation based on mechanical properties (strain, displacements) directly measured from physical specimens being tested in parallel with the modelling activity. Likewise, numerical models can improve in vitro experiments by: (i) identifying the most relevant loading configurations among a number of motor tasks that cannot be replicated in vitro; (ii) identifying acceptable simplifications for the in vitro simulation; (iii) optimizing the use of transducers to minimize errors and provide measurements at the most relevant locations; and (iv) exploring a variety of different conditions (material properties, interface, etc.) that would require enormous experimental effort. By reporting an example of successful investigation of the femur, we show how a combination of numerical modelling and controlled experiments within the same research team can be designed to create a virtuous circle where models are used to improve experiments, experiments are used to improve models and their combination synergistically provides more detailed and more reliable results than can be achieved with either approach singularly.