Adolescents in Australia have a poor dietary intake, leading to large numbers of them being at risk for inadequate intake of micronutrients, and excessive intake of less healthful dietary components. This study examined dietary intakes at multiple eating occasions to identify opportunities for more targeted recommendations and strategies to improve dietary intakes among adolescents. Data from the first 24-h recall of 14-18 years old in the 2011-2012 National Nutrition and Physical Activity Survey were analysed (n = 772). Participant-defined eating occasions were classified as breakfast, lunch, dinner or other eating occasions combined. The mean percent contribution to the total day intake of top shortfall nutrients (calcium, magnesium, vitamin A, iron), discretionary calories, saturated fat, free sugars and sodium, as well as nutrient density, the foods consumed and the percent of consumers at each eating occasion, were calculated. Breakfast had the lowest prevalence of consumers (81%), contributed the least to total daily energy (14.6%) and almost a quarter of daily calcium and iron. Other eating occasions combined contributed 47.5% of free sugars and were top contributors of daily calcium (34.6%) and magnesium (31.7%). Discretionary foods contributed 32.4% of the energy at lunch, and the sodium content at lunch was 415 mg/1000 kJ. Key opportunities identified for adolescents were to increase breakfast consumption, given the high nutrient densities of breakfasts consumed; improve overall lunch quality, particularly the sodium content; promote the intake of milk, fruit and a variety of vegetables at both lunch and dinner; maintain healthful choices at in-between meal eating occasions while focusing on decreasing the intake of discretionary foods.