The twister hit near the southeastern Alberta village of Foremost at about noon on Thursday afternoon.
Foremost is in the County of Forty Mile, about 115 kilometres southeast of Lethbridge.
Environment Canada had issued a severe thunderstorm warning for the county near Orion and Manyberries, Cypress Hills Provincial Park, Onefour and Wildhorse.
That warning was downgraded to a watch at 2 p.m. MT. Watches are also in effect for the Medicine Hat, Suffield and Bow Island area as well as the Lethbridge, Taber, and the Milk River area.
However no tornado watches or warnings were issued for the area.
There were no reports of damage and it's believed the tornado was brief, Environment Canada meteorologist Dan Kulak said.