Baker was born in poverty in Girard, Kansas to Asa and Sophronia Baker. After her mother died around 1910 she was sent to Kansas City, Missouri to live, and attended a convent. There she was trained in piano fundamentals, eventually working for a music store. After touring with a vaudeville troupe in 1918, Edythe moved to New York City in 1919. There she made piano rolls (for Aeolian and Duo-Art) between 1919 and 1926; these included ragtime and pop pieces. She worked on Broadway in musicals and performed with vaudeville troupes such as the Ziegfeld Follies.
In 1926, Baker relocated to England, and recorded twenty two pieces there between 1927 and 1933. She became a star there after appearing in revues in 1927. She married into the banking family of Gerard d'Erlanger in 1928, and left the music industry after the mid 1930s. Baker returned to the United States in the late 1940s, and little was heard of her until her death in Orange, California in 1971.
Baker died in California in 1971, aged 71.
Previously recorded dates of August 3, 1895 to November 22, 1965, were erroneously applied from another Edythe Baker who was born in Michigan and died in New York. This newer listing of 1899 to 1971 constitutes a correction discovered in September 1910. The August 1899 date was on three different passports and passenger lists, and the August 1971 date with a matching birth date was found in California death records.