The amphitheatre was situated on the north-east corner of Whitehall Avenue (subsequently renamed Osborne Place) and Colony Street, some distance west of Osborne Street. Neither Whitehall Avenue nor Osborne Place exist today, although a stretch remains in use as a driveway at Balmoral Street, marked in the sidewalk by its newer name. It was an east-west street connecting Colony with Osborne and running parallel to Mostyn Place. At the north end of the amphitheatre was another east-west street that no longer exists: Brydges Avenue. North of Brydges and south of Broadway was Shea's Brewery.
James Dunwoody writes: "So, I set up some squadron headquarters in a skating rink just behind Shea’s brewery..."
Archives of the Granite Curling Club record that: "...from the east side of the building was open land to Osborne Street because Mostyn Place terminated in front of the new rink. Another street running parallel just north of here, called Whitehall Avenue, had several big houses on its south side, stables and a garage across from the Granite and the city's big Amphitheatre looming across its north side. A massive wooden structure, the Amphitheatre doubled as the arena for summer horse shows and an exhibition hall, and as an indoor skating rink in the winter. Somewhat later, the property that is now the older Great West Life Building was for decades Osborne Stadium, until Winnipeg Stadium in St. James was built in the mid-1950s. The area, therefore, formed a disjointed sports complex, with good access to the street-car lines and considerable public profile..."  This same web page includes a photo of Shea's Amphitheatre: "Plate 4 – Taken from the top of the Legislative Building, this shot shows the roof of the Granite on the far left and the massive Winnipeg Amphitheatre on the right, 1926. (Courtesy of the Provincial Archives of Manitoba, Thomas Burns Collection #612.)"
Constructed in 1909, the Amphitheatre was for a time the only artificial ice surface between Toronto and Vancouver. It hosted the Memorial Cup tournament numerous times, the last of which was in 1953. For a number of years it was also the venue of the Shrine Circus. The Amphitheatre was made redundant by the construction of the Winnipeg Arena in 1955, and was demolished that summer after, hosting its last event on May 31. The artificial ice plant was purchased by the owners of the Winnipeg Warriors and relocated to Winnipeg's Olympic Rink. The headquarters of The Great-West Life Assurance Company currently occupy the site.