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The fashion designer was hurt that he refused to leave the set of Repossession Mambo in Canada to pay his respects to his children's great-grandfather, who died at 94.
A friend told the Daily Express: "The fact that Jude did not come really hurt Sadie, especially as it was his children who lost their great-grandfather. She is devastated at losing her maternal grandfather, and she knows how difficult it will now be for her mother Mary, who lives alone in a cottage in Somerset.
"She knew he was filming in Canada, but felt that in situations like that, he should have moved mountains to come."
Frost's first husband, Spandau Ballet star Gary Kemp, was by her side at the funeral in Somerset. The couple split in 1997 and have a 17-year-old son.
Law and Frost divorced in 2003 after six years of marriage. They have three children - Rafferty, eleven, Iris, seven, and five-year-old Rudy.
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