Edmund Whitelocke was born in the parish of St. Gabriel, Fenchurch Street in London on 10th February 1565, the eldest son of Richard Whitelocke, merchant. The judge, Sir James Whitelocke, was his younger brother and the Keeper of the Great seal, Sir Bulstrode Whitelocke, was his nephew. After being educated at Merchant Taylors' School under Richard Mulcaster, he was sent to Christ's College, Cambridge, where he matriculated as a pensioner in November 1581. He acquired, at the university, a good knowledge of the classics, and of Hebrew, and graduated BA in 1585. His brother attests that he studied law at Lincoln's Inn and he is almost certainly the 'Edward Whitelock of Berks' recorded in the registers of the inn to have been admitted a student on 25th October 1585. This indicates that, at the time, he was living with his uncle, John Whitelocke, at Beaches Manor in Wokingham.

At Whitsuntide 1587, Edmund left London on a foreign tour. He visited universities in Germany, Italy and France. Subsequently, he obtained a commission as captain of a troop of infantry from the Governor of Provence, M. Desguieres, and was stationed successively at Marseilles and Grenoble. He saw some active service during the civil wars in France and was soon able to speak French like a native. He finally returned to England in 1599, after an absence of twelve years. Thenceforth, he spent his time, and such substance as remained to him, in attendance at Elizabeth I's court and won a reputation for profuse display and dissolute living. He was on terms of close intimacy with many of the younger nobility, including Roger Manners, Earl of Rutland, and other followers of the Earl of Essex. Rutland invited him to visit Essex's house in London on 30th January 1601, the day fixed for the Earl of Essex's insurrection. He remained in the house only a few minutes, but he incurred a suspicion of disloyalty. He was arrested as an abettor of Essex's rebellion and was indicted of high treason. Though brought before the Court of King's Bench, he was not tried, but allowed to go on parole before he obtained a final discharge.

Subsequently, Edmund came to know Henry Percy, 9th Earl of Northumberland, whom he zealously supported in his quarrel with Sir Francis Vere in 1602. A challenge which Whitelocke carried from the Earl to Sir Francis led to the issue of a warrant by the Privy Council for his arrest; but Whitelocke went into hiding, and escaped capture for the time. He happened, however, to dine with the Earl of Northumberland and his kinsman, Thomas Percy, on 4th November 1605, the day preceding that fixed by the conspirators for the execution of the 'Gunpowder Plot.' Suspicion again fell on Whitelocke and, with his host, he suffered a long imprisonment in the Tower of London. No evidence was produced against him, and he was released without trial. While a prisoner in the Tower, he spent much time with the Earl of Northumberland who granted him a pension of £40 (afterwards raised to £60). Another of Whitelocke's friends was Robert Radcliffe, 5th Earl of Sussex. Manningham, the diarist, attributes to Whitelocke's evil influence that nobleman's scandalous neglect of his wife. Whitelocke was on a visit to the Earl of Sussex at Newhall in Essex in the Autumn of 1608 when he was taken ill and died. He was buried in the family tomb of his host at Boreham.