We prove that any faithful Frobenius functor between abelian categories preserves the Gorenstein projective dimension of objects. Consequently, it preserves and reflects Gorenstein projective objects. We give conditions on when a Frobenius functor preserves the stable categories of Gorenstein projective objects, the singularity categories and the Gorenstein defect categories, respectively. In the appendix, we give a direct proof of the following known result: for an abelian category with enough projectives and injectives, its global Gorenstein projective dimension coincides with its global Gorenstein injective dimension.