***** S03E01 Appropriate Adults
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DI Frost finds himself clashing with the Denton Police's new DCI, Hawkes (Matthew Marsh), as he tackles two different matters that need investigation. The first concerns the disappearance of 8-year-old Tricia Martin. The last person to see her alive was 19-year-old Billy Conrad-who has Down syndrome and learning disabilities-who is reluctant to say where he was at the time. Billy is well-liked by the local children, but suspicion falls on him after Tricia's body is found in the woods, where Billy had been previously seen. He eventually admits he was visiting his girlfriend, Jane, who also has Down syndrome, at her care home for sex, but hid the truth so they would not be kept apart. Hawkes aggressively interrogates Billy into confessing that he killed Tricia, though Frost remains unconvinced, especially after learning that Tricia was unhappy and had been taken to hospital for severe injuries, supposedly from a fall.

To Hawkes' chagrin, Frost uncovers that Tricia's father, Richard (Rupert Holliday-Evans), was physically abusive towards Tricia, and joyriders Frost is also investigating mention seeing someone of Richard's description near the woods. During Richard's interrogation, he confesses that he struck Tricia out of anger and, while fleeing, she fell over and hit her head. Richard attempted to take her to hospital, but realised Tricia was no longer breathing, and hid the body because he could not face admitting what had happened to his wife. Billy is released and goes to visit Jane, but is devastated to see her removed from the home to keep the pair separated.

Hawkes suffers another setback when Frost uncovers that Parker (Nick Reding), a policeman on sick leave from another station, is actually just impersonating an officer. He had integrated himself with Hawkes' pool team at a local bar, which in turn had given him access to the station, fulfilling his desire to be a policeman, and creating a serious security breach.

***** S03E02 Quarry
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DI Frost is struggling emotionally, feeling alone and suffering recurring dreams that upset him. He is reunited with DC Clive Barnard, as he finds himself investigating the murder of Nick Walder, who was struck over the head from behind while assisting a group in sabotaging a fox hunt by wealthy locals. Shortly afterward, the hunt saboteurs' ringleader, Tom Cody, is found dead in a country garbage pile, shot in the chest with a shotgun. Frost learns that Nick was wearing Cody's distinctive blue hat on the day of his murder, leading him to surmise he was accidentally killed by someone targeting Cody. While searching Cody's property, police uncover drums of stolen, high value antiques. Frost finds a stolen car linked to tracks found near Cody's body, and based on witnesses and a keen sense of smell, links the vehicle to Nick's brother Tony. Overcome with despair, Tony confesses that, desperate for money, he accepted a hit job from an unknown person to eliminate Cody, but killed Nick in a case of mistaken identity. He later killed Cody.

Art dealer Stephen Milmore, who was present at the hunt, is questioned over Cody and the antiques. When he agrees to meet with Barnard to explain, he is run over and killed by a van while Barnard is injured. Frost and Barnard reconcile from an earlier argument, and confront Ruth Ormrod, a wealthy huntress, as Frost recognises the van's description. Ormrod confesses that she used Cody to steal antiques and art to order, some of which Milmore sold, but when she found out that Cody was using some of his gains to fund the anti-hunt groups, she had him killed. She admits she did not conduct her schemes for money, but purely the thrill and challenge of seeing how far she could go.

Frost later meets with Shirley Fisher, and they begin dating.

***** S03E03 Dead Male One
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DI Frost tackles the case of Adie Carr, the arrogant and obnoxious star player of Denton football club, who collapsed during a post-match press conference. Tests reveal Carr had a large amount of mesanbuterol in his system, a designer performance enhancing drug, which has caused him severe brain damage and put him in a coma, from which he may never wake. There are several suspects, including a rival footballer who assaulted Carr during the match, and Kirsty Adams, the granddaughter of an elderly man whom Carr and his teammates, Paul Gower and Jamie Todd, conned out of œ30,000 to perform unnecessary and unsafe building work on his home. Carr's tribute at the club is vandalised while Gower and Todd are subjected to harassment from an unknown source. After Frost learns that Carr turned down a œ250,000 offer to move to another club, hoping to receive an offer from a bigger team, he turns his attention to the club owner, Mike Ross, who is heavily in debt. Ross admits that Carr's decision had ruined him, and he retaliated by drugging Carr's drink, intending for Carr to embarrass himself and be temporarily labelled a drug user, but the dose was too high. Frost sardonically remarks that if Carr does not die in his coma in the next year, they will not be able to charge Ross with murder. Meanwhile, Kirsty's grandfather dies after falling down the poorly built stairs and she attempts to murder Gower in revenge, but Frost tackles her and talks her down; however, he does not have enough evidence to charge Gower or Todd.

Frost also investigates the case of the Appendix man, an unidentified body found in a river carrying a driving license belonging to someone else, Colin Drysdale. The investigation leads Frost to learn the man had been in hospital for a burst appendix but disappeared, and the license had been stolen by a prostitute, whom Drysdale was visiting because he finds his wife boring. Frost is unable to conclude the case (the case is reopened in the
Series6 episode "Appendix Man"), but feels an affinity to the man, himself feeling alone and unsure if anyone will miss him when he is gone. As a result, Frost decides to put his marital home up for sale, intending to move in with Shirley Fisher.

***** S03E04 No Refuge
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DI Frost is reunited with his former female partner DS Lawson when investigating an armed robbery by three men at the local glassworks, during which an employee is killed and œ15,000 in cash is stolen. While pursuing the culprits, Frost notices a suspicious man enter a church, whom he arrests. The glassworks's owner, Bill Boxley (Billy Murray), identifies the man, Stuart Penrice, as one of the culprits. Bill later receives a threatening note warning him to withdraw his statement against Penrice. Bill demands protection from the police, but when he is shot at again while at work, he goes into hiding alone, believing the police are unreliable. His hideout is later burned down and Bill seemingly disappears. Frost and Lawson identify Michael Heathfield, a former glassworks employee, as a suspect, who in turn leads them to the third man, Des Conrad, whom Penrice turns against after learning Conrad was sleeping with his girlfriend. Later, Frost notices that Bill is hiding in a disused part of the glassworks, and tells Bill's son, Kevin, to alleviate his concerns. However, when Conrad admits they lost their shotgun during the robbery, Frost realises that Kevin picked it up and was the one threatening his father. Kevin confronts Bill, venting his frustrations at his father's controlling nature, lack of encouragement, and him seducing the girl to whom Kevin was attracted. Bill apologises for his misdeeds and Kevin surrenders the gun to Frost.

Frost and Lawson also investigate a Series of robberies at the home of a lesbian couple. They arrest the man, who was secretly living in their loft, but Lawson and the younger partner in the relationship, Liz, develop a romantic attraction. The older partner, Marion, pleads with Lawson to leave their relationship alone, and begs Liz not to go out that night, but when Liz refuses, Marion snaps and stabs her. Though she survives, her relationship with Marion is ended, and as Lawson is linked to the events, Superintendent Mullett forces her to transfer to a station in Cornwall, to Frost's dismay.

Meanwhile, Shirley's mother dies and though Frost promises to attend the funeral, he ultimately does not. Upset and disappointed, Shirley confronts Frost about his fear of commitment and truly investing in their partnership, leading him to reluctantly end the relationship, stating Shirley deserves better than him.