Proulx was born Edna Ann Proulx in Norwich, Connecticut, the daughter of Lois Nellie (Gill) and Georges-Napoléon Proulx. Her first name honored one of her mother's aunts. She is of English and French-Canadian ancestry. Her maternal forebears came to America 15 years after the "Mayflower", in 1635. She graduated from Deering High School in Portland, Maine, then attended Colby College "for a short period in the 1950s", where she met her first husband, H. Ridgely Bullock, Jr. She later returned to college, studying at the University of Vermont from 1966 to 1969, and graduated "cum laude" and Phi Beta Kappa with a B.A. in history in 1969. She earned her M.A. from Sir George Williams University (now Concordia University) in Montreal, Quebec in 1973 and pursued, but did not complete, a Ph.D. In 1999, Concordia awarded her an honorary doctorate.