It hit between 2:30 p.m. and 2:45 p.m., just northeast of Morris, which is located about 50 kilometres south of Winnipeg.
It was in a field, so there are no reports of damage or injuries.
A large section of the province south of Winnipeg was under a tornado watch Wednesday afternoon, and funnel clouds were reported just south of the Perimeter Highway and within the city itself.
Wednesday's tornado is the third one in southern Manitoba since July 18, when a twister went through Sioux Valley First Nation and damaged homes and trees and sent two people to hospital.
The other happened on July 21 but caused no damage, touching down in a field between the communities of Deloraine and Boissevain.
As well, Environment Canada is still trying to determine whether it was a tornado or plow wind that slammed into Pipestone on July 13.