The first sod was cut on 23 April 1903 of shafts No.1 and No.2 and the Barnsley Bed was hit on 23 May 1905 at a depth of 606m. Sumps were established at a depth of 624m in the Dunsil seam. Both shafts were 7m in diameter and brick lined throughout. South Elmsall Colliery situated in the same curtilage as Frickley, was sunk during 1920–23 reaching the Shafton seam at a depth of 218m. This No.3 shaft was 4.26m in diameter and brick lined throughout.
Despite being located in South Elmsall, the colliery was sunk within the land of Frickley Hall, part of the small Hamlet of Frickley, hence the Frickley name.