Malcolm Frost was a one of three paranormal experts assembled by Sergeant George Whitman in 1944. and present during the "Hellboy Incident". Among these specialists were also Trevor Bruttenholm, Lady Cynthia Eden-Jones, and The Torch of Liberty. After seeing the young Hellboy come to Earth, Frost immediately orders Sgt. Whitman to shoot down the creature, but Eden-Jones and Bruttenholm protected the child.
In 1945, Professor Frost began to travel as part of his research. For the next eight years, Frost would make numerous attempts to have Hellboy destroyed. Beginning in 1952, Frost assigned BPRD agent Robert Amsel in trying to eliminate Hellboy during his first mission in Brazil. However, Amsel failed and Frost tried to consider on assassinating Trevor Bruttenholm. Just as Frost proposed his new plan to Amsel, the latter was burned to death by the demon Varvara, who then threatened Frost from ever harming Bruttenholm. When the government gave Hellboy human status, Frost was crushed. He died shortly thereafter, committing suicide.
- Frost appears briefly in the Hellboy Animated film Blood and Iron during two flashback scenes.
- The first is Hellboy's appearance on Earth, where Frost urges that the creature be killed.
- The second occurs near the end of the film (chronologically the first of the flashback scenes) when Professor Bruttenholm is preparing to depart the United States for Romania, and Frost tells him he does not have to face the vampire alone. In the scene a scrap of parchment like that from "The Right Hand of Doom" can been seen.
- Frost appears in the 2019 film, portrayed by Carl Hampe.