The first visit by a reigning monarch to Canada didn't take place until 1939, when King George VI and Queen Elizabeth travelled across Canada, the Dominion of Newfoundland, and the United States.

However, royalty had visited what is now Canada from the late 18th century onwards. Halifax, Nova Scotia was the Royal Navy's North American Station from 1758 to 1818. Two sons of King George III passed through Halifax with the Navy - Prince William (later Duke of Clarence, then King William IV) served on HMS Pegasus out of Halifax.

His brother, Prince Edward (later Duke of Kent, father of Queen Victoria) served with the British Army in Quebec as well as Halifax. His presence remains in Halifax through various works in the city. The Halifax Town Clock was built under his orders. He built a lavish estate outside the city in Rockingham, of which a heart shaped pond and a small rotunda remain.

Another future European monarch spent time with Edward in Halifax. The exiled Duc d'Orléans, the future King Louis Phillipe, was the guest of Prince Edward during his travels around the New World following the Revolution.

Source: Raddall, Thomas (1993). Halifax, Warden of the North.

I guess another relevant question is "How often did reigning Monarchs in the olden times travel abroad?"

Here's a related question that might help spark some conversation. I love for someone to elaborate on a couple of the visits to the Americas mentioned in that thread.