Before 1887, the community of Cross Roads stood two miles south of the present site. Frost began in March 1887 when a post office was established to serve settlements west of Corsicana along the St. Louis, Arkansas, and Texas Railroad, and businesses from Cross Roads moved to the new town. R. J. Sanders donated land for the townsite, which was named for Samuel R. Frost (1846-1908), a Navarro County judge and state legislator. Frost was incorporated on June 7, 1893. In its early years, churches of several denominations and schools were organized, including a Methodist church in 1887, the Frost Baptist Church three years later, and the Frost Common School District in May 1890. In the early 1900s, two banks opened and the Frost Enterprise was published weekly. A tornado on May 6, 1930, destroyed or damaged many of the town's buildings. Since its founding, Frost has remained an agricultural community and retains the charm and atmosphere of a rural Texas town.