Locals waving Union flags gathered on the quayside to watch the British warships come in.
Andrea Jones, 46, works for an online gaming company and has lived in Gibraltar for 12 years.
She said the frigate's arrival was "a two-fingered salute towards Spain".
"I think the Gibraltarians are tending to be a bit more passionate at this moment in time," she said.
Retired Royal Gibraltar Police officer Michael Sanchez, 53, said he would like to see the British vessels off Gibraltar more often.
"It is getting to be out of control, it is not a spat any more," he said.
"It's a normal deployment but we need bigger assets to show them."
It may be a pre-planned training exercise but what timing: UK warships sail through disputed water to Her Majesty's naval base on Gibraltar.
Spain could damage to the economy in Gibraltar, but in doing so it would harm its own, so a further escalation of threats is unlikely.
The PM has said he is seriously concerned by Spain's plans to introduce a levy at the border with Gibraltar.