This paper proposes a prefabricated frame rocking wall (PFRW) structure system in which beams, columns, and rocking walls are all prefabricated components. The rocking wall and the frame are connected by energy-dissipating connectors, and three prestressed tendons are arranged inside the rocking wall. A quasi-static test for the PFRW structure and a conventional frame (CF) structure was conducted. The research results show that the seismic load-resisting capacity of the PFRW structure is increased by about 190% relative to the CF structure, and the energy dissipation coefficient of the PFRW structure is increased to twice that of the CF structure.