Frost joined the Foreign Office in 1987, and shortly after was posted to the British High Commission in Nicosia where he learned Greek and was responsible for covering Greek Cypriotpolitics and the Cyprus problem. In 1993, he was posted to the UK Representation to the EU in Brussels as First Secretary for Economic and Financial Affairs, where he worked on issues such as the EU Budget, the economic and financial implications of enlargement to Central Europe, and the Euro. He was then posted to the UK Mission to the United Nations in New York, where he covered Human Rights and Social and Economic Affairs. Frost returned to London to be successively the Private Secretary to the Head of the Diplomatic Service, Sir John Kerr, and Deputy Head of the European Union External Department, covering international trade policy issues and relations with the Balkans and Eastern Europe. Frost was promoted Economic Counsellor to the British Embassy, Paris in 2001, where he was responsible for reporting and lobbying on all aspects of French economic and commercial life, together with its EU policy. He returned to London to be Head of the EU Department and then Director for the European Union in the Foreign Office. In this period he led work on a range of economic and social issues, notably the resistance to the initial Working Time Directive, and the negotiation on the EU's multi-annual Budget framework. He was part of the UK's leadership team during its EU Presidency in 2005. From May 2006 until October 2008, Frost was the British Ambassador to Denmark and was appointed Companion of the Order of St Michael and St George in the 2006 Birthday Honours. He was then Director for Strategy and Policy Planning in the Foreign Office from October 2008 to October 2010, before being seconded to the Department for Business, Innovation and Skills where he served three years as Director for Europe, Trade, and International Affairs, Britain's most senior trade policy official.
On 28 June 2020, Prime Minister Boris Johnson announced he had nominated Frost for a life peerage and as National Security Adviser, succeeding Sir Mark Sedwill. The Financial Times reported that this was unpopular with military and security services, who felt Frost was underqualified. The appointment received criticism from former Cabinet Secretary Gus O'Donnell and former National Security Adviser Peter Ricketts due to concerns that the civil service's impartiality was being eroded by appointing a special adviser to the post. The appointment was also criticised by former prime ministerTheresa May in parliament, who highlighted the political nature of the appointment, and that Frost does not have proven expertise in national security.
Personal life
In March 2020 Frost displayed "mild symptoms" of COVID-19 and began self-isolating.