He has appeared in the Three Flavours Cornetto trilogy of films, consisting of Shaun of the Dead (2004), Hot Fuzz (2007), and The World's End (2013), and the television comedy Spaced (1999–2001).

[7] He met actor Simon Pegg while working as a waiter at a North London Chiquito branch and the two became close friends and flatmates.

This was a specially written episode shown during the series called "The Sketch Show Story" that Victoria narrated, in which Frost played an armed robber who shot dead Acorn Antiques' most lovable character, Mrs Overall.

50,000 Volts!, a spoof of the outdoors survival genre in which military experts demonstrate how to improvise solutions to dangerous problems.

In 2004, he appeared in Shaun of the Dead, a "romantic zombie comedy" written by Simon Pegg and Spaced director Edgar Wright.

In early 2006, Frost played Commander Henderson in two series of the BBC Two science fiction sitcom, Hyperdrive.

Frost and Pegg appeared in a second Pegg-Wright feature film called Hot Fuzz, an action and cop genre homage, set in Gloucestershire.

Frost plays bumbling Constable Danny Butterman, who partners up with Pegg's dynamic Nicholas Angel after the latter is transferred from the Metropolitan Police in London.

[7] He is a supporter of West Ham United and the England national football team, as well as being a rugby player, formerly playing for Barking RFC.