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Established in 1874, the Manitoba Club is the oldest private club in western Canada. The club was once known as "the famous Manitoba Club" across Canada and throughout the northern United States. Dignitaries who have visited the club include Mark Twain, General William Tecumseh Sherman, Princes of Monaco, Jordan and Iran, every Canadian Prime Minister through the 1940's, the British High Commissioner and many others.

The club has been located at its present location at 194 Broadway, Winnipeg, since 1905. This building was officially opened by His Excellency Sir Albert Henry George Grey, 4th Earl Grey, Governor General of Canada, on October 10, 1905.