He was born in Saint Louis, Missouri, and was listed as 5 feet 10 inches (1.78 m) tall and 160 pounds (73 kg).

Frey began his career as a switch hitter and continued to bat from both sides of the plate until the end of 1938.

He started at shortstop with the Brooklyn Dodgers in 1933 and switched to second base after leading the National League in errors in 1935 (44) and 1936 (51).

[1] Five days before the 1940 World Series against Detroit, Frey injured his foot when he dropped the iron lid of the dugout water cooler on it.

A three-time All-Star (1939, 1941, 1943) Frey also led the NL second basemen twice each in fielding percentage and double plays (1940 and 1943).