Environment Canada confirmed that at least three tornadoes touched down: one near Rose Valley and two more from the same storm northeast of Wadena.
Near other areas, including Tisdale and Melfort, people were reporting tornadoes and posting photographs on Facebook and Twitter.
So far, there's no word of damage, if any. No one was hurt.
Karol Narfason, who lives west of Wadena, watched from her kitchen window as a twister touched down.
"Well, it got pretty black, and things actually kind of got still, almost completely still," she said. "And then the sky was churning. It was like it was a bowl of soup, and then it just formed, like, a tail and came down."
Narfason said she knew it was serious when she watched the news and saw her house on TV.
More storms brewing
More severe thunderstorms are possible Thursday in the Swift Current area, moving northeast toward Yorkton, however forecasters say the main threat for tornadoes will be in southern Manitoba.
From Wednesday's Saskatchewan storms, here's a selection of images and comments from social media: