The son of a Philadelphia literature professor, Frost sequenced from lithographer to graphic artist to illustrator and comics writer to well-known sporting artist. Frost also studied in London and returned to Philadelphia to study under painters Thomas Eakins and William Merritt Chase. Along with his artist wife, Emily Louise Phillips, and their family, Frost lived in France from 1906 to 1914. He was a prolific illustrator, and his works were widely published.