Frigo was born in Clinton, Indiana, to Italian parents. When he was eight, his family decided to relocate to Vicenza, where he grew up.
Football career
Frigo started with his hometown team Vicenza in Serie C. He was transferred to Fiorentina for the 1937–39 season, where he played 21 games and scored five goals. He went on to play a total of 46 games and scored seven goals. At the end of the 1941–42 season, he moved on to play for Spezia in Serie B.