After improving to a team-high 24 goals[3] and 48 points the following season, Frolov returned to the Russian Super League in 2004–05 due to the NHL lockout.

[4] Frolov became a restricted free agent before the 2005–06 season and after turning down a three-year deal, he signed a longer, five-year, $14.5 million contract in August 2005.

[8] He finished second in team-scoring for the second consecutive year to Anže Kopitar in 2007–08 with 67 points,[9] despite missing 11 games due to a groin injury suffered in November.

On January 8, 2011, he suffered a torn anterior cruciate ligament (ACL) of the right knee after forward Brad Winchester fell over Frolov's leg.

[11] On November 5, 2013, Avangard Omsk traded Frolov and Stanislav Egorshev to CSKA Moscow in exchange for Sergei Shirokov and Maxim Goncharov.

However, after a season out of the game, Frolov returned on July 7, 2015, signing a one-year contract with former club Torpedo Nizhny Novgorod of the KHL.

[13] In July 2018, after seven seasons in the KHL, Frolov signed with South Korean club Daemyung Killer Whales from Songdo, Incheon of the Asia League Ice Hockey (ALIH).