Established in 1882, the organization was formed shortly after the incorporation of the city and two years before the Chamber of Commerce. Originally, the organization was formed by the agricultural community surrounding the city to showcase and sell their agricultural products. From this idea the Brandon Agricultural Society was formed and in October of 1882 local businessmen put up $200 and called for entries for cattle, horses, pigs, poultry and grains. This was the start of the exhibition's first fair, today known as the Manitoba Summer Fair.
The need soon arose for a second annual fair and by March of 1908 the Brandon Winter Fair was born. The purpose of this fair was primarily to promote the sale of livestock and to encourage improvement in the breeding lines and care of animals. Numerous educational opportunities were added to the fair as well as displays by government agencies, implement dealers and other manufacturers. In addition, there was now the opportunity to attend lectures and meetings of breed associations and other agricultural groups. But as before, it was the horse sales that attracted the most attention.
In those early years, both fairs ran independently. The summer show began on the corner of what is today 10th and Victoria Avenue and moved to its present location on the Keystone grounds in the late 1800's. The Winter Fair began on the Keystone grounds and later moved to the Wheat City Arena location and remained there until the building of the Keystone Centre, which remains its home to this day.
In 1967 the amalgamation of the two fairs took place and the Provincial Exhibition of Manitoba became an official organization.
On July 12, 1970, the Brandon Winter Fair was granted Patronage by a visit from her Majesty Queen Elizabeth and became the Royal Manitoba Winter Fair.
Manitoba Livestock Expo, the youngest of the three productions, made its first appearance in 1974 and at that time was known as Ag Ex. Its early beginnings started as a cattle show, and with the continued expansion of the building, grew to host a trade show as well as the MRCA Rodeo Finals.
Today the Provincial Exhibition of Manitoba produces three Fairs annually: The Royal Manitoba Winter Fair, The Manitoba Summer Fair and the Manitoba Livestock Expo.