The place-name 'Frinton' is first attested in the Domesday Book of 1086, where it appears as Frientuna. The name may mean 'fenced-in or enclosed town or settlement'.
Until late Victorian times Frinton-on-Sea was a church, several farms and a handful of cottages. In the 1890s, the original developer of the town, Peter Bruff, was bought out by the industrialist Richard Powell Cooper, who had already laid out the golf course. Powell Cooper rejected Bruff's plans for a pier, stipulated the quality of housing to be built and prohibited boarding houses and pubs. The Sea Defence Act 1903 established a project to stabilise the cliffs, with the Greensward, which separates the Esplanade from the sea, put in place to stabilise the land further.
In the first half of the 20th century the town attracted visitors from high society. Connaught Avenue, named after the Duke of Connaught and opened by his wife, was nicknamed East Anglia's Bond Street. Other attractions included a lido complete with palm trees, high class hotels along the Esplanade, and a tennis tournament second only to Wimbledon. The Prince of Wales frequented the golf club and Winston Churchill rented a house. Frinton was the last target in England attacked by the Luftwaffe, in 1944.
The town has a reputation for a Conservative nature (although it was in a Labour constituency from 1997 to 2005). Until recently there were no pubs, although there have long been bars in seafront hotels and at the golf and War Memorial clubs. The first pub, the Lock and Barrel, opened in 2000.
In 2008 the town was the subject of a BBC Wonderland documentary, which focused on the campaign to 'save' Frinton gates and on a number of elderly residents.
At 2 am on Saturday 18 April 2009, Network Rail replaced the old wooden gates on the level crossing at the entrance to Frinton with remotely operated lifting barriers. Network Rail did this, in spite of a three-year-long campaign by the town's people to save the gates, in order to improve performance and safety, and to reduce costs. The morning following the gates' removal, around a hundred people gathered to protest over the decision.
In 2015, despite the town having a low crime rate, 300 residents began paying £100 each per year to have private security guards patrol an area of the town between 7 pm and 7 am. This drew criticism from the Essex Police and crime commissioner, Nick Alston.