Though there is a reference to women that Esau married who did not find favor in the eyes of his parents, the Torah does not write extensively about his negative conduct. The Sages address this matter at great length in the Midrash.

Esau went out to the field at the age of fifteen and engaged in intercourse with a betrothed young woman and shed blood…Once he did so, Abraham passed away. Why? The Holy One, blessed be He, said: I said to Abraham: “You will come to your fathers in peace; you will be buried at a good old age” (Genesis 15:15). What kind of good old age is this, that Abraham will see his grandson engaging in forbidden sexual intercourse and shedding blood? Therefore, God acted immediately, and Abraham departed from this world. Jacob was sitting and cooking lentils. Esau came and said to him: Why are you sitting and cooking lentils? Jacob said to him: Because my grandfather Abraham died and I am sitting, mourning,(Pesikta Rabbati [Ish Shalom] 12)