One of the original departments created along with the Faculty of Science when it was established in 1904 was the Department of Physics and Mineralogy. However, it was only in 1911, that the Department of Physics was officially established. The department's faculty was composed of Prof. Frank Allen, Asst. Professor McClung, and a demonstrator named Mr. T.A. Neelin. The first graduate degree was awarded by the department in 1922 and the first doctorate in 1930. In 1950, the Department of Mathematical Physics was established and by 1956, the Physics department became the leading centre for nuclear spectroscopy and its application in the whole of Canada. The department acquired its own building, the Allen Physics Building, when it was completed in 1960. In 1965, the Departments of Physics and Mathematical Physics were amalgamated due to their overlapping mandates.

Concurrently, by 1910, the first two courses in astronomy were offered. The expansion gained by the astronomers led to an amalgamation with the Mathematics department due to its close research relations, and the two departments formed the Department of Mathematics and Astronomy in 1911. From 1920 until the mid-1940s, four undergraduate courses, along with one graduate course, were being taught by astronomy. In 1964, the astronomers moved into the newly constructed University College, complete with a small observation deck. With the finanical assistance of the Charles E. Merrill Trust of New York in April 1965, the University built a planetarium that became the first modern planetarium in Winnipeg and was opened in November of 1965. By the 1990s, the ties of cosmology to nuclear and particle physics played a part in the astronomers leaving the Mathematics department. The astronomers joined the Physics department in 1997, amalgamating into the Department of Physics and Astronomy.