The couple, which met on the set of 1994 movie Shopping, wed in 1997 and had three kids together, sons Rafferty, 14, and eight-year-old Rudy, as well as daughter Iris, 10.
Their marriage crumbled and they divorced in 2003, but have since gone on to forge a friendship for the sake of the children – and they both turned out to support their local London area Primrose Hill’s traditional Christmas fete and lighting ceremony on Sunday.
The Alfie actor, who is currently dating Sienna Miller, wrapped up warm against the wintry weather in a beanie hat and scarf as he watched the festivities with Frost and their children.
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