The circadian clock is encoded by a negative transcriptional feedback loop that coordinates physiology and behavior through molecular programs that remain incompletely understood. Here, we reveal rhythmic genome-wide alternative splicing (AS) of pre-mRNAs encoding regulators of peptidergic secretion within pancreatic β cells that are perturbed in Clock^−/− and Bmal1^−/− β-cell lines. We show that the RNA-binding protein THRAP3 (thyroid hormone receptor-associated protein 3) regulates circadian clock-dependent AS by binding to exons at coding sequences flanking exons that are more frequently skipped in clock mutant β cells, including transcripts encoding Cask (calcium/calmodulin-dependent serine protein kinase) and Madd (MAP kinase-activating death domain). Depletion of THRAP3 restores expression of the long isoforms of Cask and Madd, and mimicking exon skipping in these transcripts through antisense oligonucleotide delivery in wild-type islets reduces glucose-stimulated insulin secretion. Finally, we identify shared networks of alternatively spliced exocytic genes from islets of rodent models of diet-induced obesity that significantly overlap with clock mutants. Our results establish a role for pre-mRNA alternative splicing in β-cell function across the sleep/wake cycle.