Located at the junction of State Highway 22 and Farm Road 667, twenty miles west of Corsicana in Navarro County Texas, was established in 1881, when the St. Louis Southwestern Railway was built from Corsicana to Hillsboro. The town was named for Samuel R. Frost, a local politician and attorney for the railroad. A post office was opened in 1887, and Henry Jones established a school the following year. In 1890, Wylie N. Jones built a water works to supply the town from a nearby lake. He also built a small steamboat, at the time one of the few on an inland lake in Texas. By the early 1900s, Frost had six cotton gins, an oil mill, several butcher shops, seven grocery stores, a number of dry-goods stores, two banks, and three drugstores. During the 1930s the community declined, partly because of the Great Depression and residents flight to the cities.

The Coldest town in the USA (it has Frost on the water tower 365 days a year !)