The existence of adversarial examples poses concerns for the robustness of convolutional neural networks (CNN), for which a popular hypothesis is about the frequency bias phenomenon: CNNs rely more on high-frequency components (HFC) for classification than humans, which causes the brittleness of CNNs. However, most previous works manually select and roughly divide the image frequency spectrum and conduct qualitative analysis. In this work, we introduce Shapley value, a metric of cooperative game theory, into the frequency domain and propose to quantify the positive (negative) impact of every frequency component of data on CNNs. Based on the Shapley value, we quantify the impact in a fine-grained way and show intriguing instance disparity. Statistically, we investigate adversarial training(AT) and the adversarial attack in the frequency domain. The observations motivate us to perform an in-depth analysis and lead to multiple novel hypotheses about i) the cause of adversarial robustness of the AT model; ii) the fairness problem of AT between different classes in the same dataset; iii) the attack bias on different frequency components. Finally, we propose a Shapley-value guided data augmentation technique for improving the robustness. Experimental results on image classification benchmarks show its effectiveness.