But strangely enough, spoiler site Watchers on the Wall has reported that Frey actor David Bradley has Game Of Thrones Season 7 listed on his official agency resume, suggesting that he will in fact be returning in the next season.
Short of him actually returning from the dead (which seems very unlikely), there are two options available. Either...
1. Frey appears in some recent flashbacks that are important to the storyline (boring)
2. Arya pulls some Faceless Men badassery and steals Frey's identity to cause mischief (way better).
The fact that Maisie Williams, who plays Arya Stark, has been barely able to contain her excitement about what's in Season 7 makes the second option more likely. She told BBC One Radio that fans should be 'very, very excited':
“It’s just a great finale and it makes me excited for the series after. ‘Cause I’m, like, one season ahead of everyone else and so I get the scripts and it’s all really exciting ’cause it’s all stuff that no one’s seen before but then as soon as you’ve read it, you’re like, ‘but I want the next season now.’… People should be very, very excited.”
We know which one we'd prefer.
Game Of Thrones returns to TV in mid-2017.