We unveil an unexpected non-Hermitian phenomenon, dubbed edge burst, in non-Hermitian quantum dynamics. Specifically, in a class of non-Hermitian quantum walk in periodic lattices with open boundary condition, an exceptionally large portion of loss occurs at the system boundary. The physical origin of this edge burst is found to be an interplay between two unique non-Hermitian phenomena: non-Hermitian skin effect and imaginary gap closing. Furthermore, we establish a universal bulk-edge scaling relation underlying the non-Hermitian edge burst. Our predictions are experimentally accessible in various non-Hermitian systems including quantum-optical and cold-atom platforms.