Skeletal muscle power decreases earlier than muscle strength with advancing age and is more strongly associated with functional test performance than muscle strength in elderly populations. In addition, some studies have shown that resistance training designed to improve muscle power output (high speed of movement) enhances several functional outcomes in the healthy elderly. Therefore, muscle power has emerged as a factor that is also potentially associated with functional limitations in frail elderly adults. The purpose of this review was to provide recent evidence regarding the association between skeletal muscle power and functional capacity in physically frail individuals. Scielo, Science Citation Index, MEDLINE, Scopus, Sport Discus and ScienceDirect databases were searched from 1990 to 2014. Recently, it has been shown that functional capacity among frail elderly adults could be improved by performing resistance training at a high speed of movement with a loading stimulus that optimizes muscle power output. Routine multicomponent interventions that include muscle power training should be prescribed to institutionalized oldest old because such interventions improve the overall physical status of frail elderly individuals and prevent disability and other adverse outcomes. This result is especially important in frail subjects, who urgently need to improve their functional capacities to prevent adverse outcomes such as falls, hospitalizations, disability, or even death.