Deep neural networks have achieved breakthrough improvement in various application fields. Nevertheless, they usually suffer from a time-consuming training process because of the complicated structures of neural networks with a huge number of parameters. As an alternative, a fast and efficient discriminative broad learning system (BLS) is proposed, which takes the advantages of flat structure and incremental learning. The BLS has achieved outstanding performance in classification and regression problems. However, the previous studies ignored the reason why the BLS can generalize well. In this article, we focus on the interpretation from the viewpoint of the frequency domain. We discover the existence of the frequency principle in BLS, i.e., the BLS preferentially captures low-frequency components quickly and then fits the high frequencies during the incremental process of adding feature nodes and enhancement nodes. The frequency principle may be of great inspiration for expanding the application of BLS.