Kilenyi studied in Hungary with the composer/pianist Ernő Dohnányi at the Franz Liszt Academy of Music, earning a diploma in 1930.
He later became a Professor of Music at Florida State University in Tallahassee, Florida in 1953, four years after Dohnanyi began teaching there.
A collection of recordings of his concerts is located at the International Piano Archives at the University of Maryland (IPAM).
His father, Edward Kilenyi Sr. [hu] (1884 – 1968), also a noted musician, arrived in the United States from Hungary in 1908.
Kilenyi Sr. taught music to George Gershwin for five years[1] and wrote music for the Sam Fox Publishing Company and over 40 movies from the 1910s-1940s.