Frederick William Frost was born in St Pancras/Kentish Town, London in 1895, the eldest of three surviving sons of James William Frost, a Baker and Confectioner and his wife Emma Elizabeth Frost, (nee Fulford), who had seven children, four of whom died in childhood.
His parents married in the Banbury, Oxon, district. Elizabeth died 1950 in the Chichester, Sussex, district aged 80; James died 28 April 1952 in Bognor Regis, Sussex, aged 83.
1901 Census records Frederick aged 6, living with his parents and brother Hubert 2, at 25 Villiers Road, Oxhey, Herts. Also living at the property were a Domestic Housekeeper, a Shop Assistant, and a Baker, employed by his father.
1911 Census records Frederick aged 16, living at home with his parents, brothers Hubert 12, and Leonard 2, at 25 Villiers Road, Oxhey, Herts. Also living at the property was a Shop Assistant employed by his father. He was employed by the London and North Western Railway Company, as a Clerk in the Audit Office.