Add a little water to the tray of the air fryer (no need to preheat). Add the frozen Brussels sprouts, set the air fryer to 350 F (175 C) and cook for 10 minutes.
Open the tray and give the Brussels sprouts a quick shake, then close the tray and continue.
Increase the temperature to 400 F (200-205 C) and cook for an additional 6 minutes.
The Brussels sprouts should be tender, with a few pieces lightly browned. Season with salt and pepper to taste and serve with your favorite roast, like beef or salmon, or enjoy them by themselves.