Copper (Cu) foils are extensively used in the electronics industry owing to their excellent electrical conductivity and high flexibility. In the present study, Cu foils with a thickness of 100 µm were annealed at 700 °C for 3, 6, 30 and 60 min to obtain different grain sizes. The edge cracking of Cu foils in micro rolling was systematically investigated, and the mechanism involved was discussed combining the effects of grain size and tensile properties. The results of tensile tests show that the tensile curves become increasingly discrete with the increase of grain size. Both the fracture stress and the fracture strain decrease, and the scatter of stress increases with the coarsening of grains. The tensile fracture surfaces of the specimens with grain sizes of 19 and 23 µm contain very few micro-dimples, while no micro-dimples are formed on the fracture surfaces of the tensile tested specimens with grain sizes of 33 and 43 µm. The results of micro rolling tests show that edge cracking does not generate in the specimens with grain sizes of 19 and 23 µm after micro rolling. However, the edge becomes increasingly wavy with the increase of grain size and rolling reduction. When the grain size is increased to 33 µm or greater, significant edge cracking occurs under all the rolling reductions of 30%, 51% and 70%. Grain size has a significant effect on the edge cracking of Cu foils in micro rolling, which evolves based on the ductile fracture mechanism.