Frost Walker

• WWizards of the Coast2014-11-24
  Official Ruling
  If Frost Walker becomes the target of a spell or ability, its ability triggers and is put on the stack on top of that spell or ability. Frost Walker’s ability will resolve (causing it to be sacrificed) first. Unless the spell or ability has another target, it won’t resolve as it tries to resolve for having no legal targets.

Rulings via Scryfall