Assisted gene flow is advised as one of the most effective means to sustain the productivity of forests under warming climate via application of the provenances (genotypes) capable to utilize longer vegetation season. Nevertheless in the temperate and boreal zones, the extension of vegetation period also subjects trees to effects of frosts, which can have severe economic impact under warming climate. In this study, wood anatomical anomalies related to late frosts in spring (‘frost’ rings) and early frosts in late summer (‘blue’ rings) for the eastern Baltic provenances of Scots pine (Pinus sylvestris L.) with a contrasting field performance were analysed retrospectively. Three trials with the age of 40 year in Latvia were sampled. The frost-related wood anomalies were identified using microscopy methods. Generalized mixed effects models were used to assess the effect of provenance on the probability of frost damage, accounting for the design of the trials, as well as for the inter-annual variability. The overall mean probability of frost-related wood anomalies was low (ca. 0.025), yet it increased with continentality of the trials, showing limited relation to the inter-annual variability of minimum temperatures. The probability of anomalies decreased with age. Provenance had a significant effect on the occurrence of ‘frost’ and ‘blue’ rings, implying genetically determined frost sensitivity, while the genotype (provenance) by environment (trial) interaction indicated high phenotypic plasticity of the trees. The probability of anomalies appeared related to the field performance of the provenances. The low-performing provenances (Dippoldiswalde and Eibenstock, which originated from the Orr Mountains) were most sensitive to frost, while the top-performing ones (Rytel and, particularly, Güstrow, which originated from coastal areas) showed only a few anomalies, indicating the linkage between frost sensitivity and growth. The local provenance, which showed an average field performance, also showed intermediate sensitivity to early frosts, thus supporting a necessity for the assisted gene flow in the eastern Baltic region.