We propose a method utilizing edge current to observe Majorana fermions in the surface Andreev bound state for the superfluid $^3$He A- and B-phases. The proposal is based on self-consistent analytic solutions of quasi-classical Greens function with an edge. The local density of states and edge mass current in the A-phase or edge spin current in the B-phase can be obtained from these solutions. The edge current carried by the Majorana fermions is partially cancelled by quasiparticles (QPs) in the continuum state outside the superfluid gap. QPs contributing to the edge current in the continuum state are distributed in energy even away from the superfluid gap. The effect of Majorana fermions emerges in the depletion of the edge current by temperature within a low-temperature range. The observations that the reduction in the mass current is changed by $T^2$-power in the A-phase and the reduction in the spin current is changed by $T^3$-power in the B-phase establish the existence of Majorana fermions. We also point out another possibility for observing Majorana fermions by controlling surface roughness.
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