The veteran journalist and broadcaster died from a heart attack while making a speech on a cruise ship, his family said.
During a stellar career, Frost interviewed royalty, prime ministers, celebrities, newsmakers, sports stars and business leaders -including President Richard Nixon in 1977 who, for the first time conceded some fault over Watergate.
A statement said: “His family are devastated and ask for privacy at this difficult time. A family funeral will be held in the near future and details of a memorial service will be announced in due course.”
Frost became a trainee at ITV before finding fame as the host of pioneering TV political satire show That Was The Week That Was. “Hello, good evening and welcome,” became his catchphrase.
The programme ran on the BBC during 1962 and 1963, before transferring to the US.
From then on Frost was a regular TV figure on both sides of the Atlantic, with shows including The Frost Report and Not So Much A Programme, More a Way of Life.
Amongst numerous television shows were Frost on Sunday, Breakfast with Frost, and Through the Keyhole.
He also interviewed Australians, including Gough Whitlam and Kerry Packer.
Frost also helped establish London Weekend Television and TV-am and was knighted in 1993.