Heritage Christian School forbids dancing, rock music, and holding hands.
Officials there had warned the senior that he'd be suspended and banned from participating in graduation ceremonies if he attended the public school dance, but he went anyway.
"Prom itself, I mean I don't see anything wrong with it and I'm not going to change my viewpoints on something just because someone else doesn't like it," he said.
Frost's stepfather agrees, saying the rules shouldn't apply outside of school.
Frost has been suspended for the rest of the year.
His parents say the school told them he can return the week after graduation to take his final exams and receive his diploma.
The Associated Press contributed to this story.