The Hollywood star's outfit were preparing to go on stage when the storm struck around 6pm on Saturday at The Big Valley Jamboree, held annually at Camrose, a city about 45 miles south-east of Edmonton.
Witnesses say debris fell around Kevin and his manager, Nick Meinama, but both escaped injury.
Spectators fled in panic as winds of up to 100mph ripped through the festival site.
Nashville musician Billy Currington and his band were just wrapping up their performance when the storm hit. One of the group's guitarists Doug Collins described what happened.
"All of a sudden, I saw this blast coming at me and I ran off stage," he told a Canadian newspaper. "One amp started falling towards me and that is when it got bizarre. That's when I ran."
Police have not disclosed the identity of the person who died, but they are believed to be a festival-goer rather than a worker or musician. Two people are understood to be still in hospital in a critical condition.