In March of 1919, students at Nutana Collegiate (called Saskatoon Collegiate Institute until 1923) announced they would establish a memorial for the 29 alumni soldiers who died in the First World War. Principal Alfred J. Pyke instead suggested creating a Memorial Art Gallery that consisted exclusively of paintings by Canadian artists. They purchased one painting by a different artist for each fallen soldier.
Joseph Archibald Browne's Early Morning in the Valley was acquired in 1921 and dedicated to Lieutenant Michael Allan MacMillan. Michael attended Saskatoon Collegiate Institute from 1910 to 1912. He enlisted on 25 August 1916. Michael won the Maltese Cross for his bravery in the field and was killed at Vimy Ridge on 17 April 1917.