It is intended to provide a method of constructing a bone loss model animal by administering RANKL and a bone loss model animal. Namely, a method of constructing a bone loss model animal which comprises administering soluble RANKL or a fused protein of soluble RANKL with an epitope tag to a nonhuman animal and thus promoting the differentiation and activation of osteoclasts in the body of the nonhuman animal; and a bone loss model animal constructed by this method.