He was a trustee of the American Museum of Natural History and a major benefactor of its Department of Paleontology, which in 1916 began a long partnership with him.

He developed his lifelong love for animals playing in the wooded grounds and steep hills behind Clayton, later dedicated as Frick Park.

The couple had four children: Adelaide, Frances, Martha Howard (Marsie; wife of J. Fife Symington Jr.), and Henry Clay II.

As a gift, Frick's father purchased a Georgian-style mansion in Roslyn Harbor, New York, on land that originally belonged to the poet William Cullen Bryant.

Childs Frick was the philanthropic benefactor that helped support the expedition that rediscovered the Bermuda Petrel or Cahow in 1951 just off his property in an uninhabited island.