The Bees were beaten at home for a third successive time, with James Maddison netting the winner for Leicester.
Speaking post-game, Frank said, per West London Sport: "I'm very proud of the players and the team. We performed very well.
"We absolutely hammered Leicester first half. We dominated possession and they had nothing other than a couple of moments of brilliance.
"Second half, we continued and we had a fantastic mentality. I'm only disappointed at the goals where we didn't get on the ball quicker.
"For the rest of the season, we will win more matches than we lose. That is what we have to believe in.
"If you look at three games we've lost at home; Chelsea, we could have won it. Leicester, we could have won it. And Brighton, we could have had a point.
"Those are the fine margins here. I trust my squad."
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