Background and Objectives: The extent to which greater frailty among American compared with European women reflects individual-level characteristics has not been well studied. To test the hypothesis that cardiometabolic conditions and depression and anxiety confound the relationship between region and incident prefrailty and frailty in American compared with European women. Materials and Methods: The Global Longitudinal Study of Osteoporosis in Women (GLOW) is a 5-year observational cohort study of women aged ≥55 years. A total of 19,674 participants from the United States and Europe were nonfrail at baseline and provided information on characteristics, including body mass index, depression and anxiety, and cardiovascular disease. We used multivariable Cox proportional hazards models to examine the relationship between region and incident frailty and prefrailty. Results: Over 40% of respondents became prefrail or frail during follow-up. Adjusting for age, body mass index, depression and anxiety, cardiovascular disease, and other health-related characteristics, European respondents had a decreased risk of developing prefrailty (2-year hazard ratio [HR]: 0.78, 95% confidence interval [CI]: 0.73-0.84; 3-year HR: 0.74, 95% CI: 0.67-0.81) and frailty (2-year HR: 0.65, 95% CI: 0.56-0.76; 3-year HR: 0.82, 95% CI: 0.68-0.99) compared with American respondents. Risk of incident frailty and prefrailty did not vary by region at 5 years of follow-up. Conclusions: Cardiometabolic conditions and depression and anxiety did not account for increased frailty and prefrailty onset among American compared with European women. Differences in smaller regions and environmental characteristics may contribute to frailty and prefrailty.