In his teens Frost learned something of wood engraving and lithography before moving to New York, where he worked for the Graphic in 1875. He later contributed illustrations to Harper's Weekly, Scribner's Monthly, and Collier's magazines and illustrated Lewis Carroll's Rhyme? and Reason? In 1877–78 he worked briefly in London and from 1908 to 1916 in Paris. His work captured the appearance and characteristics of rural and small-town American types. His Book of Drawings was published in 1904.