A winger, Frost began his career in the youth system at Second Division club Chelsea,[2] signing his first professional contract in July 1976.[3] He had to wait until 15 April 1978 to make his first-team debut, which came with a start in a 2–0 First Division defeat to Aston Villa.[2] Frost joined newly promoted Third Division club Brentford on a one-month loan in October 1978.[4] He made six appearances without scoring before his loan expired.[4]
Chelsea's relegation at the end of the 1978–79 season opened up a place in the team and he made his first appearance of 1979–80 on 20 October 1979.[5] He scored his first senior goal as 10-man Chelsea beat Cardiff City 2–1.[5] Frost made a name for himself on his following appearance, scoring a hat-trick in a win over Orient on 10 November and following up with another goal in a 2–1 victory over West Ham United.[2] He made semi-regular appearances through to March 1980 and finished the 1979–80 season with five goals in 12 appearances.[2] Frost moved to Finland to join 1. Divisioona club MYPA on loan during the 1980 season.[6] He scored three goals for the club.
Frost made his first appearance of the 1980–81 season on 3 September 1980, with a start in a 1–1 League Cup second-round second-leg draw with Cardiff City.[2] It proved to be his final appearance for the club and he departed in December 1980, having made 18 appearances and scored five goals during just under two and a half years in the first-team squad at Stamford Bridge.[2]
Frost and Chelsea teammate Gary Johnson joined Brentford permanently in a £15,000 deal in December 1980.[4] Frost scored three goals in 15 appearances before his release at the end of the 1980–81 season.[4]
After his release from Brentford, Frost dropped into non-League football and played for Southern League clubs Addlestone & Weybridge Town, Salisbury[7] and Crawley Town.[4][8]