Frost was a painter, photographer, and businessman specializing in artists' materials.
Based in Boston, Massachusetts, he travelled widely in the United States.
Friends included Albert Bierstadt.
[1] Frost kept an art studio in the Studio Building on Tremont Street in Boston.
[2] In 1869 with E.H. Adams he began the artists' supply firm, Frost & Adams, which flourished into the 20th century.