In the emerging paradigm of edge inference, neural networks (NNs) are partitioned across distributed edge devices that collaboratively perform inference via wireless transmission. However, standard NNs are generally trained in a noiseless environment, creating a mismatch with the noisy channels during edge deployment. In this paper, we address this issue by characterizing the channel-induced performance deterioration as a generalization error against unseen channels. We introduce an augmented NN model that incorporates channel statistics directly into the weight space, allowing us to derive PAC-Bayesian generalization bounds that explicitly quantifies the impact of wireless distortion. We further provide closed-form expressions for practical channels to demonstrate the tractability of these bounds. Inspired by the theoretical results, we propose a channel-aware training algorithm that minimizes a surrogate objective based on the derived bound. Simulations show that the proposed algorithm can effectively improve inference accuracy by leveraging channel statistics, without end-to-end re-training.