They say no one has been injured.
Fire departments from Prud'Homme and Vonda are on scene and working with TransGas employees, but they have yet to be able to move onto the site and are working to contain the fire.
RCMP are evacuating the area within a three km radius of the pumping station. They say it is a low population area, but are not sure how many people are affected.
Local roadways have been closed, but all highways in the area remain open.
They are asking the public to stay away from the site.
CBC has a reporter on the scene and has gotten in touch with a SaskEnergy spokesman. More details to come.