He was born in Galveston, Texas, the son of Edward Sedgwick, Sr. and Josephine Walker, both stage actors. At the age of four, young Edward Sedgwick joined his show business family in what was then the Sedgwick Comedy Company, a vaudeville act, doing a "singing speciality".[1] He played child parts and did vaudeville acts until he was seven, when he was given his first comedy part, that of an Irish immigrant, in a comedy written by his father called Just Over.[1]
During this time, he was only on stage during the summer months. In winter his father took him back to Galveston and sent him to school.[1] He graduated from St. Mary's University of Galveston, and was then sent to the Peacock Military Academy in San Antonio, from which he graduated with the rank of first lieutenant.[1] After graduation, he seriously contemplated a military life but the lure of the stage proved stronger and so he rejoined his father's company, now known as "The Five Sedgwicks." The troupe consisted of his parents, himself and his two sisters. Forced to close the act due to his father's illness, Sedgwick went into musical comedy and soon had a company of his own, known as "The Cabaret Girls," produced, directed and managed by himself. The company was very successful, and it was only after repeated offers from Romaine Fielding that he was induced, at the end of his third successful season, to disband his company and become a film-actor.[1]
By the 1940s, Sedgwick had fewer opportunities to direct. When Laurel and Hardy returned to MGM in late 1942, Sedgwick was chosen to direct them in Air Raid Wardens. It was his last assignment for five years, but he remained on the MGM payroll, sharing an office with the almost-as-idle Buster Keaton.