One of the foremost Delta blues harmonica players of his generation.

Born in Auvergne, Arkansas, Frost learned to play piano at church as a young boy. He moved to St. Louis, Missouri at the age of 15 and spent time as a guitarist with drummer Sam Carr and Carr's father, Robert Nighthawk. He learned to play harmonica from Sonny Boy Williamson, who he toured with.

While playing with guitarist Big Jack Johnson, Frost attracted the interest of record producer Sam Phillips, founder of Sun Records. Some recordings of note that followed include Hey Boss Man and My Back Scratcher.

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.

Frost appeared in the films Deep Blues: A Musical Pilgrimage to the Crossroads and Crossroads, and is on the soundtrack of the latter released by Ry Cooder.

He died of cardiac arrest in Helena, Arkansas in 1999.