Nope, that isn't true in general.
Counterexample 1.
Let, for example, $$f(x)=\sin^2 \frac {\pi x}2,$$ then $f$ is integer at all integers, $x \in \mathbb Z$.
However,
$$(g\circ f)(x)=\begin{cases}
1 & \text{for }x=(2k+1), k\in\mathbb Z \\
0 & \text{otherwise}
\end{cases}$$
so it's discontinuous at odd $x$-es only.
Counterexample 2.
Let $f(x)$ be the Conway base 13 function (described in this Wikpedia atrticle), or the Aksel Bergfeldt function (described here, at Math SE).
Those functions assume all real values on each open interval. This implies that $g(f(x))$ will have an uncountably infinite set of discontinuities on every open interval. As a result, the composed function will be discontinuous everywhere – also at points, where $f(x)$ is not integer.