Here's why:
* It modifies a verb: It tells us *how* something is said, adding a sense of honesty or directness. For example: "Frankly, I don't agree."
* It can also modify an adjective or another adverb: "Frankly, I'm surprised." "He spoke frankly about his concerns."
While "frankly" is often used as an interjection at the beginning of a sentence (like "Honestly!"), it still functions grammatically as an adverb in these cases.