Emergency services were called to the scene after the collision near Portobello High Street at 2.30pm on Monday.
Police later confirmed that the 36-year-old was pronounced dead at the scene.
Sergeant Mark Banner from the Police Scotland Road Policing Unit said: “Our thoughts are with the family of the deceased at this sad time.
“We are asking for those who have been in the area and please see the incident of conflict to come forward.
“If you have potential dash cam or CCTV footage in that area around 2.30pm, it can also greatly help our search.
“Anyone with information was asked to contact Police Scotland on 101, citing the November 2, 1829 incident.”
Officers were at the scene for several hours and nearby roads were closed during the investigation.
This is the second major collision involving a cyclist and a lorry in the region in two years.
The local safe cycling group, Spokes Porty, said they were “shocked” to hear of “another very serious incident” at the intersection.
The group said in a statement: “Our thinking goes to everyone involved.”
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