This study presents the application of proper generalized decomposition on transmission line models involving frequency‐dependent parameters. Frequency dependence of parameters can be due to a number of reasons including phenomena such as “ground return effects,” “proximity effects,” and “skin effects.” In the current study, simplified methods of skin effects based on Bessel functions are used to showcase the method. Although we implement our study using a specific model for skin effects to demonstrate the effectiveness of the proposed method to accommodate frequency‐dependent effects in proper generalized decomposition, the present work is not meant to discuss the merits of any particular skin effects model. The method can easily accommodate other effects, which induces frequency dependence in the transmission line parameters. In time‐domain modeling, the parameters are assumed constant, and these models prove inefficient when incorporating these parameters as function of frequency. Therefore, a frequency‐domain simulation is implemented using harmonic analysis. Proper generalized decomposition (PGD) presents a separated representation and provides a quick and accurate solution for such problems.