In majority populations in high- and middle-income countries, women live longer yet experience higher levels of frailty than men of the same age. It is unclear whether this ‘sex–frailty paradox’ is present in ethnic minority populations. In this narrative review, we explore biological, behavioural and social factors associated with mortality, morbidity and frailty in women, particularly ethnic minority women. We ascertain that natural menopause occurs earlier in women of particular ethnicities. Ethnic minority women (living in high-income countries) have more children and higher rates of chronic disease and disability, all of which are associated with frailty. In some ethnic minorities, women are less likely to engage in deleterious health behaviours such as smoking and alcohol consumption. However, in others the reverse is true. Women from migrant ethnic minorities tend to have lower levels of physical activity. With time, they can also adopt adverse behavioural patterns of the majority population. Although the evidence is sparse, sex differences in health reporting and social assets, as well as gender roles, are likely to contribute to sex differences in frailty in ethnic minorities. Overall, ethnic minority women are a particularly vulnerable group, but the majority of risk factors for frailty appear to be mutable rather than fixed. Future research may examine interventions that target frailty in different races and ethnicities at individual, population and global levels.