Federated Machine Learning (FL) has received considerable attention in recent years. FL benchmarks are predominantly explored in either simulated systems or data center environments, neglecting the setups of real-world systems, which are often closely linked to edge computing. We close this research gap by introducing FLEdge, a benchmark targeting FL workloads in edge computing systems. We systematically study hardware heterogeneity, energy efficiency during training, and the effect of various differential privacy levels on training in FL systems. To make this benchmark applicable to real-world scenarios, we evaluate the impact of client dropouts on state-of-the-art FL strategies with failure rates as high as 50%. FLEdge provides new insights, such as that training state-of-the-art FL workloads on older GPU-accelerated embedded devices is up to 3x more energy efficient than on modern server-grade GPUs.