We prove that for a Frobenius extension, a module over the extension ring is Gorenstein projective if and only if its underlying module over the base ring is Gorenstein projective. For a separable Frobenius extension between Artin algebras, we obtain that the extension algebra is CM-finite (resp. CM-free) if and only if so is the base algebra. Furthermore, we prove that the reprensentation dimension of Artin algebras is invariant under separable Frobenius extensions.