Edna Annie Proulx was born on August 22, 1935, in Norwich, Connecticut, the first of George Napoleon Proulx and Lois Nelly Gill Proulx's five children. Proulx's father was the vice president of a textile company. His family had come to the United States from Quebec, Canada. The family often moved to different places in New England and North Carolina because of her father's job. Her mother, a painter, encouraged her to notice everything around her. She was taught to observe the activities of ants and to notice every detail, the feeling of fabrics, and the unique parts of people's faces.
Proulx attended Colby College in Maine briefly in the 1950s but left to work different jobs, including waiting tables and working at the post office. She received a bachelor's degree in history from the University of Vermont in 1969 and a master's degree from Sir George Williams University in Montreal, Canada, in 1973. She then began working toward her Ph.D. (an advanced degree beyond a master's degree), but in 1975 she abandoned the idea, thinking she would not be able to find a teaching job. Proulx told Contemporary Authors that she was "wild" during those years. Her third marriage broke up at around the same time. As a result, Proulx became a single parent to her three sons.