Born in Detroit, Michigan, Radner attended the University of Michigan as a drama major and moved to Toronto, Canada. Her first professional stage experience was a Toronto production of Godspell following which she joined the Toronto Second City comedy troupe. She first rose to widespread fame as one of the original "Not Ready For Prime Time Players" on Saturday Night Live. (She was the first actor cast for the show.) On that show from 1975 to 1980 she created such characters as Roseanne Rosannadanna, Baba Wawa, and Emily Litella. She had a knack for combining extreme physical comedy with soft, caring characters that were easy to love. (There is a legend that Radner broke several ribs during one comedy sketch that required her to slam herself against a door repeatedly, but the next day she went on as scheduled.)
After leaving Saturday Night Live, Radner appeared on Broadway in a successful one-woman show that featured racier material, such as the humorous song "Talk Dirty to the Animals". This show was captured on film in 1981 as Gilda Live and co-starred Paul Shaffer and Don Novello.
In the late 1980s, she was diagnosed with ovarian cancer. Even with the support of her second husband, actor Gene Wilder, (she had previously been married to Saturday Night Live band leader G.E. Smith,) she suffered extreme pain (physical and emotional) as a chemotherapy patient. Eventually she was told she had gone into remission, and she wrote a memoir about her life and struggle with the illness, called It's Always Something. The book was written by Radner in tribute to cancer sufferers everywhere, and she used humor to overcome tragedy and pain. The book's title came from a common catch-phrase from her Saturday Night Live character Roseanne Rosannadanna, who would often quote an elderly relative by saying "My Uncle used to say...it's always something! If it's not one thing, it's something else!"
In 1989 doctors did a more detailed examination and discovered that Radner's cancerous cells had not all been removed and had spread to other areas of the body. She died in Cedars-Sinai Medical Center in Los Angeles, California, in 1989, where she had been admitted for a CAT scan. She was given a sedative and passed into a coma. After three days, she died without regaining consciousness but with Wilder at her side.
Wilder has since established the Gilda Radner Ovarian Detection Center at Cedars-Sinai to screen high-risk candidates and run basic diagnostic tests. He testified before a Congressional committee that her condition was misdiagnosed and that if doctors had inquired more deeply into her family background they would have found numerous cases of ovarian cancer and might have attacked the disease earlier.
Wilder has continued his involvement in both detection and treatment of ovarian cancer. In tribute to Radner, Gilda's Club was founded. It is a place where cancer sufferers can go to be around other people in the same situation and embrace one another in life. It grew to multiple locations across the country.