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Federated Learning (FL) has been proposed as an appealing approach to handle data privacy issue of mobile devices compared to conventional machine learning at the remote cloud with raw user data uploading. By leveraging edge servers as intermediaries to perform partial model aggregation in proximity and relieve core network transmission overhead, it enables great potentials in low-latency and energy-efficient FL. Hence we introduce a novel Hierarchical Federated Edge Learning (HFEL) framework in which model aggregation is partially migrated to edge servers from the cloud. We further formulate a joint computation and communication resource allocation and edge association problem for device users under HFEL framework to achieve global cost minimization. To solve the problem, we propose an efficient resource scheduling algorithm in the HFEL framework. It can be decomposed into two subproblems: \emph{resource allocation} given a scheduled set of devices for each edge server and \emph{edge association} of device users across all the edge servers. With the optimal policy of the convex resource allocation subproblem for a set of devices under a single edge server, an efficient edge association strategy can be achieved through iterative global cost reduction adjustment process, which is shown to converge to a stable system point. Extensive performance evaluations demonstrate that our HFEL framework outperforms the proposed benchmarks in global cost saving and achieves better training performance compared to conventional federated learning.