Abstract Frailty is a dynamic condition encompassing physical, psychological, and social domains. While certain factors are associated with overall or specific frailty domains, research on the correlations between physical, psychological, and social frailty is lacking. This study aims to investigate the associations between physical, psychological, and social frailty in European older adults. The study involved 1781 older adults from the Urban Health Centres Europe project. Baseline and 1-year follow-up data were collected on physical, psychological, and social frailty, along with covariates. Linear regression analyzed unidirectional associations, while cross-lagged panel modeling assessed bi-directional associations. Participants’ mean age was 79.57 years (SD = 5.54) and over half were female (61.0%). Physical and psychological frailty showed bi-directional association (effect of physical frailty at baseline on psychological frailty at follow-up:  = 0.14, 95%CI 0.09, 0.19; reversed direction:  = 0.05, 95%CI 0.01, 0.09). Higher physical frailty correlated with increased social frailty (  = 0.05, 95%CI 0.01, 0.68), but no association was found between social and psychological frailty. This longitudinal study found a reciprocal relationship between physical and psychological frailty in older adults. A relatively higher level of physical frailty was associated with a higher level of social frailty. There was no association between social and psychological frailty. These findings underscore the multifaceted interplay between various domains of frailty. Public health professionals should recognize the implications of these interconnections while crafting personalized prevention and care strategies. Further research is needed to confirm these findings and investigate underlying mechanisms.