Appropriate goal setting for frail older adults is important because it drives effective rehabilitation. However, more insights into the types and degrees of frailty and goal-setting trends should be obtained. We conducted a multicenter prospective study to qualitatively examine the relation between each frailty domain (physical, social, and cognitive) and the goals of 201 subjects (median age: 79, 43.8% male) who began rehabilitation at a long-term care prevention facility. Goal setting was determined by the specific, measurable, achievable, relevant, and time to goal (SMART) framework up to three months, categorized according to the International Classification of Functioning, Disability, and Health. The results showed that approximately 90% of the subjects had frailty in at least one domain, and about half had frailties in two or more domains. In total, 176 (87.6%) subjects had goals corresponding to activities and participation. The tendency to set goals to improve mobility was confirmed when the number of overlapping frailties was high, especially those in the physical and social domains. Those with milder frailties were more likely to establish goals targeting improvements in community, social, and civic life. These findings will lead to the development of practical goal-setting guidelines for frail older adults.