From 1763 to 1 January 1947, people born in the provinces and colonies of British North America were all British
subjects.

Thus immigrants from Great Britain and the Commonwealth
(England, Ireland, Wales or Scotland) did not have to be
naturalized.

You can read more about Naturalization Records in Canada,
who had to naturalize, when records began, what records exist and where to find them, at
http://naturalizationrecords.com/canada/

Lorine