Studies show an inverse relationship between breakfast frequency and weight gain. This may reflect poor eating habits generally and associated low physical activity (PA) or direct impacts of breakfast on mechanisms leading to lethargy and reduced PA. The relationship between breakfast frequency and PA is inconclusive. We aimed to determine whether breakfast frequency is associated with PA levels in British adolescents independent of body composition and socio-economic status (SES). Habitual breakfast frequency (self-report questionnaire) was assessed in 877 adolescents (43 % male, age 14·5 (sd 0·5) years old). PA was measured over 5 d (accelerometry, average counts/min; cpm). Associations between daily PA and breakfast frequency were assessed using linear regression adjusted for body fat percentage and SES. Effect modification by sex and associations with PA during the morning (06.00–12.00 hours) were explored. For boys, there were no significant associations between breakfast frequency and PA. For girls, less frequent breakfast consumption was significantly associated with lower PA (cpm) during the morning (occasional v. frequent β − 6·1 (95 % CI − 11·1, − 1·1), P = 0·017) when adjusted for body fat percentage and SES. There were no associations between PA and breakfast consumption over the whole day; however, for girls, less frequent breakfast consumption may be associated with lower PA levels during the morning, suggesting that breakfast consumption should perhaps be taken into consideration when aiming to promote PA in adolescent girls.