For homebrew mysql installs, where's my.cnf?

There is no my.cnf by default. As such, MySQL starts with all of the default settings. If you want to create your own my.cnf to override any defaults, place it at /etc/my.cnf.

Also, you can run mysql --help and look through it for the conf locations listed.

Default options are read from the following files in the given order:
/etc/my.cnf /etc/mysql/my.cnf /usr/etc/my.cnf ~/.my.cnf 
The following groups are read: mysql client
The following options may be given as the first argument:
--print-defaults        Print the program argument list and exit.
--no-defaults           Don't read default options from any option file.
--defaults-file=#       Only read default options from the given file #.
--defaults-extra-file=# Read this file after the global files are read.

As you can see, there are also some options for bypassing the conf files, or specifying other files to read when you invoke mysql on the command line.

The homebrew mysql contains sample configuration files in the installation's support-files folder.

ls $(brew --prefix mysql)/support-files/my-*

If you need to change the default settings you can use one of these as a starting point.

cp $(brew --prefix mysql)/support-files/my-default.cnf /usr/local/etc/my.cnf

As @rednaw points out, a homebrew install of MySQL will most likely be in /usr/local so the my.cnf file should not be added to the system /etc folder, so I’ve changed the command to copy the file into /usr/local/etc.

If you are using MariaDB rather than MySQL use the following:

cp $(brew --prefix mariadb)/support-files/my-small.cnf /usr/local/etc/my.cnf

One way to find out:

sudo /usr/libexec/locate.updatedb
# wait a few minutes for it to finish
locate my.cnf