Skipping breakfast has been suggested to increase the risk of depressive symptoms, but there is no information regarding young adults. We aimed to investigate the relationship between the frequency of breakfast consumption and the risk of depressive symptoms among Chinese college students. We investigated a cross-sectional (n = 1060) and one-year prospective (n = 757) relationship between the frequency of breakfast consumption and the risk of depressive symptoms. The frequency of breakfast consumption was categorized into "≤1 time/week", "2-5 times/week", or "≥6 times/week". Depressive symptoms were assessed using the 20-item Zung self-rating depression scale (SDS) with an SDS score of ≥50 to indicate moderate to severe depressive symptoms. In the cross-sectional analysis, the adjusted odds ratios (ORs) and 95% confidence intervals (CIs) of depressive symptoms related with the breakfast consumption categories were 1.00 (reference) for ≥6 times/week, 1.761 (95% CI: 1.131, 2.742) for 2-5 times/week, and 3.780 (95% CI: 1.719, 8.311) for ≤1 time/week (p for trend: <0.001) after adjusting for these potential confounders. Similarly, in the one-year prospective analysis, we found that 10.2% of participants was classified as having moderate to severe depressive symptoms. Multivariate logistic regressions analysis revealed a significant negative relationship between the frequency of breakfast consumption and the risk of depressive symptoms. The ORs (95% CI) for depressive symptoms with decreasing breakfast consumption frequency were 1.00 (reference) for ≥6 times/week, 2. 045 (1.198, 3.491) for 2-5 times/week, and 2.722 (0.941, 7.872) for ≤1 time/week (p for trend: 0.005). This one-year prospective cohort study showed that skipping breakfast is related to increased risk of depressive symptoms among Chinese college students. Future research using interventional or experimental studies is required to explore the causal relationship between the effects of breakfast consumption and depressive symptoms.