How to set Icon to JFrame

Better use a .png file; .ico is Windows specific. And better to not use a file, but a class resource (can be packed in the jar of the application).

URL iconURL = getClass().getResource("/some/package/favicon.png");
// iconURL is null when not found
ImageIcon icon = new ImageIcon(iconURL);
frame.setIconImage(icon.getImage());

Though you might even think of using setIconImages for the icon in several sizes.

Try putting your images in a separate folder outside of your src folder. Then, use ImageIO to load your images. It should look like this:

frame.setIconImage(ImageIO.read(new File("res/icon.png")));

Finally I found the main issue in setting the jframe icon. Here is my code. It is similar to other codes but here are few things to mind the game.

    this.setIconImage(new ImageIcon(getClass().getResource("Icon.png")).getImage());

1) Put this code in jframe WindowOpened event

2) Put Image in main folder where all of your form and java files are created e.g.

src\ myproject\ myFrame.form
src\ myproject\ myFrame.java
src\ myproject\ OtherFrame.form
src\ myproject\ OtherFrame.java
src\ myproject\ Icon.png

3) And most important that name of file is case sensitive that is icon.png won't work but Icon.png.

this way your icon will be there even after finally building your project.