No evidence has yet come to light of the original framing of the 1886 painting Lost. It was previously framed in the Whistlerian frame (see above image) introduced in 1937 to modernise the presentation of the NGV Australian painting collection. The frame on Lost was most likely fitted in the 1940s, the frame being made by the John Thallon company.
The impetus to reframe the painting came in 2007 with the preparation of the 'Australian Impressionism' exhibition.
In the absence of documentary evidence for the early framing of the work, prototypes from paintings by McCubbin from the same date were put forward. A McCubbin painting from 1886, Heath Paddock Hawthorn, in the Castlemaine Art Gallery & Historical Museum collection, is in its original frame, though the frame has been resurfaced. Moulds and detailed measurements of this frame were made to produce the reproduction frame for Lost.