Exhibited with the following line from Thomson's Seasons:
The rigid hoar frost melts before his beam.

According to the younger Trimmer the picture immortalised Turner's old crop-eared bay horse, or rather a cross between a horse and a pony'. ‘The "Frost Piece" was one of his favourites . . . He said he was travelling by coach in Yorkshire, and sketched it en route’ (Thornbury 1862, I, p. I70).

The picture was praised in The Morning Chronicle for 3 May 1813 and, more significantly, by Constable's great patron Archdeacon Fisher who singled it out as the only picture to be preferred to Constable's in the exhibition: ‘But then you need not repine at this decision of mine; you are a great man like Bounaparte & are only beat by a frost' (R. B. Beckett (ed.), John Constable's Correspondence, VI, 1968, p.21). In May 1818 Turner offered the picture to Dawson Turner for 350 guineas, but it was never sold.

Just as 'Blythe Sands' represents the ultimate fining down of the early Thames Estuary sea-pieces to their basic elements, so too does 'Frosty Morning' in relation to the earlier naturalistic landscapes. Here, on a grander scale than usual, Turner concentrates on the simplest elements of countrymen at work on a cold early morning; any feature of picturesque or topographical interest has been omitted.