As Kevin Sullivan explains in the book, “Beyond Green Gables”, the scene was shot in early December at night in a downtown park in Toronto, just south of College Street.  It contained the glass conservatory that served as the backdrop for Morgan’s proposal to Anne. 
Kevin changed the location and scheduling of the proposal scene at the very last minute in order to take advantage of the first snowfall of the season.

The timing was perfect and “…no movie production special effects department could have transformed a location as magically as this act of Providence,” he writes.  The snow was gone by the next morning, just as the production team was leaving.

Kevin believed the atmosphere provided a “surreal backdrop” for the proposal sequence.  The beauty of the winter scene only heightened the dramatic tension between Anne and Morgan as she tried to explain her answer to his proposal after their night together at the charity ball.

Source: Beyond Green Gables