Frost is the son of actor Warren Frost, brother of writer Scott Frost and actress Lindsay Frost. He studied acting, directing, and playwriting at Carnegie Tech in Pittsburgh. He left his junior year and began his career in television, film, and literature. In 1975, he co-wrote two episodes of The Six Million Dollar Man, before returning to his hometown of Minneapolis to write stage plays for the Guthrie Theatre. Between 1982 and 1985, he co-wrote a number of Hill Street Blues episodes, and directed one.
Frost began collaborating with David Lynch in 1986. They worked on many unproduced projects such as: Goddess, The Lemurians, and One Saliva Bubble. In 1987, Frost was a screenwriter for The Believers. He created and was the executive producer of American Chronicles in 1990.
In 1989, Lynch and Frost produced the pilot episode of Twin Peaks. The Twin Peaks series first aired on ABC in 1990 with Frost as co-creator and co-executive producer (with David Lynch). He wrote 10 episodes, directing and playing an uncredited part as a TV Newscaster in the first episode of the second season. His brother Scott Frost wrote the "spinoff" book The Autobiography of F.B.I. Special Agent Dale Cooper: My Life, My Tapes and his father Warren had a recurring role on the show.
With David Lynch, Frost co-created and co-executively produced the sitcom On the Air, writer, in 1992. That year, he was credited as co-executive producer of Lynch feature prequel Twin Peaks: Fire Walk with Me, the documentary Hugh Hefner: Once Upon a Time, and was co-screenwriter and director of Storyville.
Frost published his first novel, The List of Seven, in 1993. The Six Messiahs, followed in 1995. He published his third novel Before I Wake, under the pseudonym Eric Bowman, in 1997. The Greatest Game Ever Played, his fourth book, was published in 2002. In 1998, Frost created, executively produced, wrote and directed the TV drama-comedy Buddy Faro. Frost provided the story for Fantastic Four: Rise of the Silver Surfer, that was released in 2007.
