From the Rocky Mountains of Montana and Wyoming , three streams rise to form the headwaters of the Missouri River . The longest begin near Brower 's Spring , 9 @,@ 100 feet ( 2 @,@ 800 m ) above sea level , on the southeastern slopes of Mount Jefferson in the Centennial Mountains . Flowing west then north , it run first in Hell Roaring Creek , then west into the Red Rock ; swings northeast to become the Beaverhead , it finally join with the Big Hole to form the Jefferson . The Firehole River originates at Madison Lake in Wyoming 's Yellowstone National Park and join with the Gibbon to form the Madison , while the Gallatin River rise out of Gallatin Lake , also in the national park . These two streams then flow north and northwest into Montana .