Born Frank Otis Frost in Auvergne, Arkansas, Frost's first exposure to music came as a young boy when he learned to play the piano for the choir in his family's church. Frost moved to St. Louis, Missouri when he was 15 and began his musical career as a guitarist. He toured in 1954 with drummer Sam Carr and Carr's father, Robert Nighthawk. Soon after, he spent several years touring with Sonny Boy Williamson, who helped teach him to play harmonica. After a hand injury, Frost turned his attention to the harmonica and piano.
Around 1960, Frost moved with Carr to the Mississippi Delta. After he played a show with the guitarist Big Jack Johnson, they added him to their group. Together they attracted the interest of the record producer Sam Phillips, who years earlier had overseen Elvis Presley's first recording sessions. He produced Hey Boss Man for Phillips International in 1962, with blues hybrids like "Frank's Jump" showing off Frost's diverse, intensely melodic harmonica solos. Presley's guitarist, Scotty Moore, produced Frost's next album in Nashville, Tennessee in 1966 for Jewel Records. Augmented by session bassist Chip Young, the trio's tight downhome ensemble work was once again seamless. "My Back Scratcher," Frost's takeoff on Slim Harpo's "Baby Scratch My Back," even dented the R&B chart for three weeks.
In the late 1970s, Frost was re-discovered by a blues enthusiast, Michael Frank, who began releasing albums on his Earwig Music Company label by the trio, now called the Jelly Roll Kings after a song from Hey Boss Man.
Over the years, cigarettes and alcohol wore Frost down but he continued to record, tour and diversify his repertory, appearing in the films Deep Blues: A Musical Pilgrimage to the Crossroads and Crossroads.
Frost died from a cardiac arrest in Helena, Arkansas in 1999.