Since the built 14267, Microsoft Edge finally added a feature that allows you to automatically delete browsing history on Exit, which, frankly, has been around in IE for a long time.
And if that’s something that you are interested or have been using in IE, here is how you can set up in Edge.
Click … on the Toolbar in Edge, select Settings, then click Choose what to clear under Clear browsing data.
At the bottom of the Clear browsing data setting page, select the type of the history you want to clear and switch on the option “Always clear this when I close the browser“.
The change takes place right away. From this point on, every time you exit the Edge browser, the selected browsing histories will be automatically deleted.
And if you would also like to know how to set up the same in Internet Explorer, open Internet Options, check the option “Delete browsing history on exit” under General tab, and click OK to save the change.