While consequences of frustration of magnetic interactions are much studied in localized spin systems, much less studies have been performed on frustrated metallic systems. However, several effects of strong geometrical frustration in metallic correlated system have also been experimentally observed in rare-earth or transition metal compounds: coexistence of magnetic and non-magnetic sites in ordered magnetic structure, heavy fermion behaviour and anomalous Hall effect due to spin chirality are consequences of frustration. An overview of the experimental observations and of the proposed models is given. Other interesting effects due to magnetic frustration in metallic systems, which have been predicted theoretically, are also reviewed.