Type this:
mysql --help
Then look at the output. There is a block of text about 3/4 the way down describing what files it finds its defaults .my.cnf
from. Here is an example from XAMPP v3.2.1, default options are read from the following files in the given order:
C:\Windows\my.ini
C:\Windows\my.cnf
C:\my.ini
C:\my.cnf
C:\xampp\mysql\my.ini
C:\xampp\mysql\my.cnf
C:\xampp\mysql\bin\my.ini
C:\xampp\mysql\bin\my.cnf
Your setup may differ. You will have to run the command to check the actual paths on your particular system.