The aim of the current study is to analyze the associations between breakfast consumption and adherence to diet quality index (DQI) and Mediterranean Diet Score (MDS) in European adolescents. A multinational cross-sectional study was carried out in 1804 adolescents aged 12.5-17.5 years. The Food Choices and Preferences questionnaire was used to ascertain breakfast consumption (consumers, occasional consumers and skippers), and two non-consecutive 24 h dietary recalls were used to estimate the total daily intake and to calculate the subsequent DQI and MDS. Mixed linear regression models were used to examine the relationship between breakfast consumption and DQI-A and MDS. Age, maternal education, BMI, country and total energy intake were included as covariates. In both sexes, significant differences were observed among the breakfast consumption categories. In both boys and girls, breakfast consumers had significantly higher DQI indices than those adolescents who skipped breakfast regularly (p < 0.001). Regarding total MDS, in both boys and girls, breakfast consumers had a higher total MDS than breakfast skippers (p < 0.001), however, no associations were shown between occasional breakfast consumers and DQI indices and MDS. Breakfast consumption has been linked with better dietary quality scores compared with those children who usually skip breakfast. Promotion of regular breakfast consumption in adolescents could be an effective strategy to improve the overall diet quality.