Grieg was born in Bergen, and was of partial Scottish descent. His great-grandfather immigrated to Norway around 1770, and settled as a businessman in Bergen. Edvard was brought up in a musical home. His mother, Gesine, became his first piano teacher.

In the summer of 1858, Grieg met the legendary Norwegian violinist Ole Bull, who was a friend of the family and Gesine's brother-in-law. Bull noticed the 15-year-old boy's talent and persuaded his parents to allow him to go to Leipzig to study.

Grieg attained numerous concerts in Leipzig, but disliked the dicipline of the conservatory and found it little inspiring. In the spring of 1860, he caught a life-threatening lounge disease. The year after, he made his debut as a concert pianist, in Karlshamn, Sweden. The next year he finished his studies in Leipzig, and held his first concert in his hometown Bergen.

In 1863, Grieg went to Copenhagen, Denmark, and stayed there for three years. He met the Danish composers J. P. E. Hartman and Niels Gade. He also met his fellow Norwegian composer Rikard Nordraak who became a very dear friend and great inspiration source to Grieg. Nordraak died shortly after, and Grieg composed a funeral march in his honor.

On June 11, 1867, Grieg married his first cousin, Nina Hagerup, whom he had also met in Copenhagen. Marriages between cousins were quite common at that time. The next year, their daughter and only child, Alexandra, was born. The following summer, Grieg wrote his famous piano concerto while on vacation in Denmark. Edmund Neupert gave the concerto its premiere performance in Copenhagen. Grieg himself couldn't be there due to commitments conducting in Christiania (Oslo).

In the summer of 1869, Alexandra caught ill and died 13 months old. Edvard and Nina went to Rome and was invited to meet the enthusiastic Franz Liszt, who expressed his appreciation for Grieg's piano concerto, and even sight read it.

Edvard Grieg died in the autumn of 1907, after a long period of illness. The funeral drew thousands out on the streets of his hometown to honor the artist. He was 64.