She was born out of wedlock to Benito Mussolini and Rachele Guidi in Forlì, Romagna. Her parents did not marry until December 1915. In her early years, while her father was editor of Il Popolo d'Italia in Milan, Edda lived with Rachele in Forlì. Her father became Prime Minister of Italy in October 1922 and Dictator after January 1925.
In March 1925, Rachele and Edda with her brothers and sisters, moved from Milan to Carpegna and then to Rome in November 1929 to live with their father. Edda was a rebellious woman in her youth. Her powerful father made dating difficult, as most young men feared him. She has been described as being opinionated and outspoken. It was while in Rome that she met Galeazzo Ciano, son of Admiral Count Costanzo Ciano, a loyal Fascist and supporter of Benito Mussolini before his March on Rome. They were married on 24 April 1930 in a lavish ceremony attended by 4,000 guests.
Her husband was appointed Italian Consul in Shanghai, and it was there their first son, Fabrizio Ciano, was born on 1 October 1931. The couple moved back to Italy in 1932, where Galeazzo took the post of Minister of Foreign Affairs. By many accounts, theirs was an open marriage, and both had lovers. One of them was the Chinese general Zhang Xueliang. However, her father liked Galeazzo and so his career prospered.
In July 1939, she was depicted on the front cover of Time in a feature entitled "Lady of the Axis".