The creation of the league was announced in February 1926, with teams in Regina, Moose Jaw, Brandon, and Winnipeg.
Five WHL teams—the Calgary Tigers, Edmonton Eskimos, Saskatoon Sheiks, Regina Capitals, and the Moose Jaw Warriors—played in the league's first season.
In the first season, the Calgary Tigers were declared the league champions when the Saskatoon Sheiks refused to continue their playoff series after complaining about the officiating in the first game.
The Tigers played the Winnipeg Maroons of the American Hockey Association for the Merchants Casualty Cup, presented to the top professional team in the west.
At a meeting in May 1927, Seaborn said that he expected all five teams to return for the next season, and that the league might expand into Brandon, Manitoba.