Canada and America are two different countries and they celebrate thanksgiving on different days and in different ways. Long before people settled in North America, thanksgiving was celebrated in Europe in the month of October. It was first celebrated in North America by Canada in 1578. It has been officially celebrated since April 1872, and then from 1899 to 1956 it moved between October and November.
It is also believed that the harvest season is earlier in Canada compared to America due to the fact that Canada is further north and starts the winter earlier.