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Steroid-induced osteonecrosis of the femoral head (SONFH) is a challenging orthopedic disease worldwide. Previous research has long focused on bone structure repair; however, bone and muscle are now recognized as functionally interconnected units coupled through biomechanics throughout the lifespan. Recent studies suggest that SONFH is not an isolated single-organ disorder but rather aligns with a systemic comorbid state characterized by the synergistic decline of bone and muscle function. Understanding the pathophysiology of bone and muscle crosstalk in SONFH is essential for its prevention and treatment. In this review, we propose an integrated pathological framework—the four-axis pathological mechanism of bone and muscle crosstalk in SONFH. We elaborate in detail on the mechanisms of bone and muscle crosstalk along four pathological axes—blood supply, lipid metabolism homeostasis, inflammation–immune regulation, and mechanical transduction—as well as the cross-tissue signaling-mediated synergistic damage among these axes: Imbalance in the blood supply axis may contribute to parallel ischemia in bone and muscle via shared pathways such as decreased HIF-1α/VEGF and inhibited NO/eNOS, which has been associated with endothelial dysfunction and impaired angiogenesis; Dysregulation of the lipid metabolism axis promotes bone marrow adiposity and muscular lipid accumulation by modulating key factors such as PPARγ and PGC-1α, as well as signaling pathways including PI3K/Akt/mTOR; Activation of the inflammation–immune axis exacerbates bone resorption and muscle atrophy through pathways such as NF-κB and STAT3, along with imbalanced immune cell polarization; Abnormalities in the mechanical axis create a vicious cycle of bone–muscle co-deterioration due to reduced bone load-bearing capacity and diminished muscular support function. This review further highlights current research gaps, including the insufficient systematic analysis of multi-axis interactive mechanisms, the lack of in-depth verification of bone-muscle crosstalk via multi-dimensional technologies, and the limited research on multi-target combined interventions targeting the bone-muscle unit. It proposes that future studies should strengthen systematic investigation into the interactive mechanisms among multiple pathological axes and develop combined intervention strategies targeting both bone and muscle. This will provide important insights for establishing an integrated diagnostic and therapeutic model addressing both structure and function, as well as for developing future hip-preserving treatment strategies for SONFH.