A tuned mass rocking wall (TMRW)-frame structure system is proposed to improve the energy dissipation ability of the traditional rocking wall-frame system. Based on the energy dissipation principle of the traditional tuned mass damper (TMD), a TMRW is designed with proper mass and stiffness according to the dynamic characteristic of the host structure. Firstly, considering the presence of inherent structural damping, the dynamic amplification factor of the main mass was derived from the dynamic equations of the TMRW mechanism. A practical design table was then obtained after parameter study. Secondly, by taking a six-story frame structure as an example, the dynamic time-history analysis was conducted to study TMRW’s seismic performance. The inter-story drift ratios of the TMRW-frame, the traditional rocking wall-frame, and the frame structures were compared, and the seismic responses of the controlled and uncontrolled structures were also compared. The results demonstrate that the TMRW can effectively reduce the inter-story displacement of the host structure, and the lateral deformation mode of the host structure tends to be more uniform. However, compared with the traditional rocking wall-frame system, the proposed TMRW has less ability on coordinating deformation.