Edgley was born in Perth. She is the daughter of theatre, concert and circus promoter Michael Edgley, known for bringing the Moscow State Circus to Australia during the 1980s. Her mother, Jeni Edgley, was formally involved in managing a 250-acre (101 hectare) health retreat. As a child, Gigi Edgley performed both in and out of school. She also took several years of ballet, jazz, and character dance. She became mainly interested in acting and had her first professional theatrical engagement at the Twelfth Night Theatre. She earned a Bachelor of Arts degree from the Queensland University of Technology in 1998. As a believer in the school of method acting, Gigi has developed a broad set of skills and experiences for her roles. Edgley is proficient in ballet, jazz, character dance, singing, and martial arts. Her signature skill is fire-twirling.