Frequency of alcohol drinking is a potential predictor of binge drinking of alcohol, a serious social problem for university students. Although previous studies have identified skipping breakfast as a predictor of various health-compromising behaviors and cardiometabolic diseases, few studies have assessed the association between skipping breakfast and the incidence of frequent alcohol drinking. This retrospective cohort study included 17,380 male and 8799 female university students aged 18–22 years admitted to Osaka universities between 2004 and 2015. The association between breakfast frequency (eating every day, skipping occasionally, and skipping often/usually) and the incidence of frequent alcohol drinking, defined as drinking ≥4 days/week, was assessed using multivariable-adjusted Cox proportional hazards models. During the median observational period of 3.0 years, 878 (5.1%) men and 190 (2.2%) women engaged in frequent alcohol drinking. Skipping breakfast was significantly associated with the incidence of frequent alcohol drinking (adjusted hazard ratios [95% confidence interval] of eating every day, skipping occasionally, and skipping often/usually: 1.00 [reference], 1.02 [0.84–1.25], and 1.48 [1.17–1.88] in men; 1.00 [reference], 1.60 [1.03–2.49], and 3.14 [1.88–5.24] in women, respectively). University students who skipped breakfast were at a higher risk of frequent alcohol drinking than those who ate breakfast every day.