Frost attended Eton College and the University of Oxford, where he graduated with a degree in Politics, Philosophy, and Economics.

[1] In 2011, after attending a weekend-long media-training programme in London, he left his job to pursue a career in broadcasting.

[2] In 2014, Frost joined CNBC as the co-anchor of Worldwide Exchange, first from London and beginning in 2016, from the United States.

[3] On February 3, 2022, Frost announced[4] his departure from Closing Bell to begin working with Sky News in London in March 2022.

In response, he and his younger brother, George, created the Miles Frost Fund, which works to raise awareness of and increase testing for this hereditary heart condition.