Billy Meakes was sent off with Gloucester 19-6 ahead and Edinburgh immediately pulled a try back, but the Aviva Premiership club hung on for European glory.
Captain Billy Twelvetrees put the Cherry and Whites 10-3 ahead with their only try of the game, and Gloucester's cushion remained at seven at the break as Sam Hidelgo-Clyan and Laidlaw exchanged penalties.
Two more Laidlaw kicks increased his side's lead, but Gloucester threatened to self-destruct as Ross Moriarty was sin-binned and Meakes red-carded for a high challenge on Sam Beard to briefly leave them with 13 men.
Edinburgh, who were the first Scottish team to reach a major European final, soon made their numerical advantage count as hooker Ross Ford touched down under the posts to set up an easy Hidelgo-Clyan conversion which brought them to within a converted try of victory.
However, Gloucester defended stoutly and ran down the clock well to secure another Challenge Cup win at the same ground where they won the trophy in 2006.