Around about 1917, Issai Schur rediscovered the Rogers-Ramanujan identities, and proved a system of polynomial identities that imply them. Schur wrote that Georg Frobenius (his former advisor) had shown him a simple, direct proof of these polynomial identities. Schur did not see fit to reveal Frobenius's proof, preferring his own rather complicated proof. But it is easy enough to guess what this `simple, direct' proof must have been. As Frobenius died in 1917, we may call this `Frobenius's last proof'.