His coaching in Denmark was both at club and national level after an underwhelming playing career.

Frank never made it as a professional soccer player, despite having a brief amateur career as a midfielder in Denmark.

He began coaching with the under-eight and under-12 sides of his home town team Frederiksvaerk BK. Between 1998 and 2006, Frank coached at Hvidovre IF, Boldklubben af 1893 and Lyngby. All three sides were members of the Danish second tier when he was in charge of them.

In July 2008, Frank was appointed manager of the Denmark under-16 and under-17 teams, enjoying particular success with an under-17 side that contained current Tottenham Hotspur midfielder Pierre-Emile Hojbjerg.

In 2011, Frank led them to the European Under-17 Championship for the first time in eight years. They won all three games in their group and finished top, setting up a semi-final with Germany, which they lost 2-0. He also took his side to their first Under-17 World Cup but they were knocked out after the group stage.

After his successes with the under-17s, Frank was promoted to the manager of the Denmark under-19 side in 2012 but they failed to qualify for the 2013 European Under-19 Championship.

Due to his strong record managing the Danish youth set-up, he was named manager of Superliga club Brondby IF in June 2013. In his two seasons with the club, he achieved fourth and third-place finishes in the Danish top flight. These positions were enough for Brondby IF to reach the qualification stages of the Europa League, but in both seasons they were unable to reach the group stage proper.

After resigning from his position with Brondby, Frank joined Championship side Brentford in December 2016 as assistant head coach. Frank was used as a bridge between the first team and the B team to ensure there was a pathway for reserve team players into the main side. He was also responsible for taking care of their development.

In October 2018 after the departure of Dean Smith, Frank was promoted to the position of head coach. He got off to a rocky start, winning just one of his first 10 games. He changed formation from 4-3-3 to 3-4-3, stabilising the team as they took seven points from nine in January 2019. After a difficult first season of management, Frank's side finished the 2018/19 campaign in 11th place.

Frank's first full season as Brentford manager got off to a poor start and this saw him switch back to a 4-3-3 formation. However, by January 2020, things had turned around and with his side in the play-off places, Frank signed a new three-and-a-half year contract. After a delay in the season due to the COVID-19 pandemic, Brentford reached the Championship play-off final where they lost 2-1 to Fulham.

The following season was hugely successful. In October 2020, Frank managed his 100th game and at the time had the greatest win percentage of any Brentford manager to have managed 100 or more matches in history.

He was named December Championship Manager of the Month after his side won five times while in March 2021, Frank was nominated for the Danish Football Association Coach of the Year award.

He guided his side to a second-successive third-place finish and another play-off final. This time, he was successful as Brentford beat Swansea City 2-0. In doing so, he became only the second Brentford head coach to win promotion to the top-flight after Harry Curtis in 1934/35. The promotion saw Brentford become the 50th side to play in the Premier League.

After being nominated for the award in March, Frank was named DBU Coach of the Year as well as being nominated for the 2021 London Football Awards Manager of the Year prize.

In his side's inaugural Premier League campaign, they got off to a dream start, beating fellow London club Arsenal 2-0 in their opening game of the 2021/22 season.

In 1999, Frank was awarded a BA in Physical Education by the Copenhagen Institute of Sports Medicine. Between 2002 and 2005, Frank studied sports psychology and coaching at the same institution.

He is married to Nanna Theil Frank and together the couple have three children.

Frank's net worth is not known but during the COVID-19 pandemic, he did agree to take a pay cut to protect the jobs of others at the club.