When Wes was revealed to be the person who perished in the fire at Annalise's house in the Season 3 midseason finale of How To Get Away With Murder, it was genuinely shocking. It was an unexpected turn of events that has thrown all of the remaining characters into disarray as they try to sort out how they feel while figuring out exactly what happened. Everyone has their theories about who killed Wes (characters and audience members alike), but so far only one character has confessed to the deed: Frank. But is he telling the truth? Did Frank kill Wes on How To Get Away With Murder?
Honestly, it could go either way. Frank has a real penchant for killing and viewers have seen him take out more than a few characters. Annalise is currently sitting in jail awaiting trial for the murder, but even if she is ultimately responsible for Wes' death (something that's debatable in and of itself), then it's unlikely she did the dirty work herself. Frank always takes care of anything Annalise needs, no matter how awful the task, so he definitely could have taken Wes out on Annalise's orders. He also has more personal motives: resentment over Laurel moving on with Wes. There's also the rather incriminating fact that shortly before his death, Wes was shown getting into Frank's car. However, it doesn't seem like things are actually that simple.
Though Frank always had a relatively casual relationship with murder, he had been growing ever more conflicted about his darker tendencies in the weeks leading up to Wes' death. He was much more likely to hurt himself than someone else. Plus, it doesn't seem as though Annalise is responsible for Wes' murder despite having been arrested for it; she appeared to be legitimately distraught upon seeing Wes' body. She wouldn't have ordered him taken out.
In fact, if anything it seems like Frank confessed specifically to take the heat off Annalise. All of his guilt – which was compounded by a conversation in which Laurel said she wished Frank had died instead of Wes – is pushing him into falsely confessing in an attempt to protect Annalise and because he believes everything Laurel said about him. He's confessing for them, not because he actually did it.
Frank killing Wes would also be too easy an answer; the show never plays its hand this early in the mystery. Frank's past actions (including the fact that he was responsible for Season 1's murder of Lila) make him too obvious a suspect. Whoever killed Wes is likely going to be a lot more unexpected.