QB Issue Resolution:

If you have one or more budgets already in this file, they show in the top left, and the button in the Top Right is New Budget.

Make sure you already have a budget and with the same criteria. For instance, if you set one up by Class, you need to select that option.

If you recently moved to 2015, I recommend File menu > Utilities, Rebuild this file.

Resolution for Issue 'How can I edit my current fiscal year budget? Under set up budget it gives me “create new budget” screen. How can I open my current year budget?' available: Yes (Solved).
Source: Intuit Community forum.

How can I edit my current fiscal year budget? Under set up budget it gives me “create new budget” screen. How can I open my current year budget?: this issue or error code is a known issue in Quickbooks Online (QBO) and/or Quickbooks. Support for this issue is available either by self-service or paid support options. Experts are available to resolve your Quickbooks issue to ensure minimal downtime and continue running your business. First try to resolve the issue yourself by looking for a resolution described below. If it is a complex issue or you are unable to solve the issue, you may contact us by clicking here or by using other support options.

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