The Missouri River officially start at the confluence of the Jefferson and Madison in Missouri Headwaters State Park near Three Forks , Montana , and is joined by the Gallatin a mile ( 1 @.@ 6 km ) downstream . The Missouri then pass through Canyon Ferry Lake , a reservoir west of the Big Belt Mountains . Issuing from the mountains near Cascade , the river flow northeast to the city of Great Falls , where it drop over the Great Falls of the Missouri , a series of five substantial waterfalls . It then wind east through a scenic region of canyons and badlands known as the Missouri Breaks , receiving the Marias River from the west then widening into the Fort Peck Lake reservoir a few miles above the confluence with the Musselshell River . Farther on , the river pass through the Fort Peck Dam , and immediately downstream , the Milk River join from the north .