Background <p>To examine the non-linear association between breakfast consumption frequency and psychosomatic complaints among adolescents.</p> Methods <p>Data were obtained from five waves (2002, 2006, 2010, 2014, and 2018) of the multi-country Health Behaviour in School-aged Children (HBSC) study. Psychosomatic complaints were assessed using eight items on psychosomatic complaints, combined into a composite score ranging from 0 to 32. Breakfast consumption frequency was measured by the number of days per week. Multilevel generalized additive models were applied to evaluate potential nonlinearity between breakfast frequency and psychosomatic complaints.</p> Results <p>A total of 918,564 adolescents were included, with a mean (SD) age of 13.59 (1.64) years, of whom 473,633 (51.6%) were girls. Breakfast frequency showed a significant non-linear association to psychosomatic complaints (<i>P</i> for nonlinearity &lt; 0.001). Compared with daily consumption (adjusted mean score: 7.41; 95% CI: 7.39–7.43), breakfast skipping was associated with a 2.84-point (β: 2.84, 95% CI: 2.75–2.93) higher symptom score (adjusted mean score: 10.17; 95% CI: 10.08–10.26). This difference corresponded to 8.9% of the scale range (POMP: 8.9%; 95% CI: 8.6–9.2) and a SMD of 0.49 (95% CI: 0.47–0.50). All association remained significant after False Discovery Rate correction (<i>P</i>-FDR &lt; 0.001) and remained consistent across all survey years. Stratified analyses indicated that the association was stronger among females (β: 3.39, 95% CI: 3.26–3.52) than among males (β: 2.02, 95% CI: 1.90–2.15) and was more pronounced in higher grades (β: 2.07, 95% CI: 1.86–2.28 in grade 5; β: 2.88, 95% CI: 2.75–3.01 in grade 7; β: 2.98, 95% CI: 2.82–3.14 in grade 9).</p> Conclusions <p>Breakfast frequency showed an inverse, non-linear association with psychosomatic complaints among adolescents, with consistent findings across survey waves. In addition, this association was more pronounced among females and adolescents in higher school grades.</p>