You must use Foreign key association and map it as constraint . At the moment you are most probably trying to map independent association which is not possible in EDMX because independent associations are mapped to their database counterparts. Your database doesn't have these relations so they are not described in SSDL (the part of EDMX describing the storage model) and because of that cannot be mapped this way.
What I ended up doing was in the EDMX remove the field that was the foreign key and then when creating the association let it add the foreign key properties to the entity. This got rid of the error. However this isn't an ideal solution.
Can't wait for EF6 for better code-first stored procedure support.
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