Purpose: Cortisol secretion, peripheral activation, and sensitivity seem to be associated with hypertension (HY), type 2 diabetes (T2D), and fragility fractures (FX) even in eucortisolemic subjects. The aim of the present study was to determine the cutoff(s) of the parameters of cortisol secretion and peripheral activation for predicting the presence of HY, T2D, and FX (comorbidities). Methods: In 206 postmenopausal females (157 with ≥1 comorbidities and 49 without any), we assessed the ratio between 24-h urinary free cortisol and cortisone (R-UFF/UFE, cortisol activation index), cortisol after 1 mg-overnight-dexamethasone (F-1mgDST, cortisol secretion index), and the GC receptor N363S single-nucleotide polymorphism (N363S-SNP, cortisol sensitivity index). Results: The cutoffs for F-1mgDST and R-UFF/UFE were set at 0.9 μg/dL (area under the curve, AUC 0.634 ± 0.43, p = 0.005) and 0.17 (AUC 0.624 ± 0.5, p = 0.017), respectively, predicted the presence of ≥1 comorbidities. The presence of F-1mgDST > 0.9 μg/dL plus R-UFF/UFE > 0.17 showed 82.1% specificity for predicting the presence of ≥1 comorbidities, while the simultaneous presence of F-1mgDST ≤ 0.9 μg/dL and R-UFF/UFE ≤ 0.17 showed 88% sensitivity for predicting the absence of comorbidities. The F-1mgDST > 0.9 μg/dL or R-UFF/UFE > 0.17 was associated with 2.8 and 2.1-fold increased risk of having ≥1 comorbidities, respectively. The F-1mgDST ≤ 0.9 μg/dL plus R-UFF/UFE ≤ 0.17 or F-1mgDST > 0.9 μg/dL plus R-UFF/UFE > 0.17 was associated with 2.8-fold reduced or 4.9-fold increased risk of having ≥1 comorbidities regardless of age, BMI, and N363S-SNP. Conclusions: F-1mgDST > 0.9 μg/dL and R-UFF/UFE > 0.17 may be used for predicting the presence of ≥1 among HY, T2D, and fragility FX.