Jack Frost (ジャックフロスト Jakku Furosuto) is the embiodment of The Snow Priestess' "propechy ability", the one who is "always telling what the future holds."
Jack Frost appears after Mizore removes some of the bounds that were on the Snow Priestess, emerging from her mouth. He says that it was too bad before revealing a prophecy; that everything Mizore had done up until now was worthless, that Fairy Tale would invade the village, and that the alliance was the only way to prevent bloodshed.
He then reveals that in the embodiment of the Snow Priestess' propechy ability before saying that if the Yuki-Onna went back on their deal, a "rain of blood" would fall on the village.
He later appears when Mizore and the others are leaving, coming out in a "minature form" of itself. He tells Mizore to be careful, as it feels as Moka and Tsukune have "a special destiny" while thinking that they have a destiny that could move the whole world.
When Mizore tells it and the Snow Priestess that "things like destiny don't concern her", it and the Snow Priestes tell her to look after herself.