The Bees extended their unbeaten run to seven games with a 4-2 success at struggling Rotherham, registering a first away league success of the campaign.
Kamohelo Mokotjo scored twice, with Said Benrahma and Neal Maupay also netting in a comprehensive victory in South Yorkshire which ensures their hosts are now the only side in the division with a blank in the away column.
“We talked about the before the game that it was way, way too long to get an away win,” Frank said.
“It was a big step because it had been talked about because we had a bad run of games.
“We have been building and we are seven unbeaten. We are taking more steps, first we got more solid, should have won against Norwich, a clear win against Stoke.
“Now we needed to take the next step which was winning away. Hopefully we can continue this, we definitely want to do everything we can.
“We try to set small targets or goals, but one big thing which is very simple, which is just the next game.
“First we have an extremely important cup game against Barnet which we need to win because I want a cup run.”
They enjoyed a perfect start when Mokotjo slotted home inside the opening two minutes, but they were soon pegged back by Jon Taylor’s thunderous effort from the edge of the area.
Benrahma restored Brentford’s lead after the restart but the Millers again rallied and drew level through Ezri Konsa’s own goal.
But Mokotjo’s second and Maupay’s 16th of the season won it for Brentford.
“They are a very good side, they gave us a couple of soccer lessons,” Rotherham boss Paul Warne said.
“After we rode the initial storm, we played our way into it. We caused them problems from our set-pieces.
“Fair play to the lads’ character. Second half they went behind again and when we got the equaliser I thought we would go on and win it, maybe I have been spoilt here at New York.
“For them to score so quickly after our second goal was a bitter pill to swallow.
“Every half-chance they had they scored. We had enough chances today at home to win a football match.
The last 15 minutes we looked a little bit at sea.”
The game might have been different had Semi Ajayi scored for the Millers with the game at 1-1 just before half-time, but he inexplicably missed from inside the six-yard box.
“At this level you have to score,” Warne said. “I don’t know how many chances they had but they scored four.
“At any level, and especially in the Championship, we have to take our chances. It was a good chance, he obviously hasn’t missed on purpose.”