Manitoba Premier Brian Pallister says he's grateful to be alive after getting lost in the New Mexico desert wilderness for hours before falling down an embankment, breaking his arm and bruising his ribs.

Speaking before the throne speech at the Manitoba Legislature on Tuesday, Pallister fought back tears describing the harrowing experience of being lost in the dark and worried he might not be found.

"I've got bruised ribs, lacerations," he said.

"I am so happy to be alive."

Pallister and his wife, Esther, were in New Mexico last week when the premier went for what he thought would be a six-hour hike. He said they had researched the trek before going, and the couple have hiked thousands of kilometres together.

His wife hikes a bit slower, Pallister said, so she was dropped off at the trailhead first. Pallister started his leg of the journey but fell behind schedule, and eventually he was hiking alone in the dark.

"I ran out of light," he said, adding he lost the trail.

"You can't see well, so I fell I don't know how many times."

Pallister tried to find his way back to the trail but ran into barbed wire. He continued to wander in the wilderness for more than three hours.

Pallister said he "didn't let hopelessness enter in" but he had a lot of time to think while walking alone in the dark. His mind went to his family and their smiling faces, he said.

But he'd only packed for a day hike in the heat, and with the sun set, the temperature had dropped considerably. Pallister said he began to get cold and was dehydrated.

"I tried to cover up and rest," he said.

"I started to shake and I knew I had to get up."

'I could not see more than 2 metres'

Meanwhile, Esther Pallister used the light on her cellphone to finish hiking the trail and make it to their vehicle. When the premier didn't show up, she drove to the other end of the trail and waited for a few minutes.

Eventually she saw that she had cellphone reception so she called local police and gave them directions to where her husband was supposed to be, the premier said.

"This is one strong woman," Pallister said. "I owe a lot to her."

Local police began searching around 7 p.m. About an hour later, an officer was in the vicinity of Pallister and the premier saw the beam of his flashlight.

At first, Pallister said he tried not to get too hopeful when he saw the light but he made his way toward the officer. As he got closer, the flashlight went out.

"That was not a happy moment because I could not see more than two metres," Pallister said.

The premier started to scream as loudly as he could, he said, and finally heard the response of the officer's siren.

"I knew that I was getting out of there. That was exciting. That was really exciting," Pallister said.

The light came back on — right into Pallister's face, he said. It blinded him as he tried to climb over a fence toward the officer.

"About two steps later I started to slide," Pallister said, adding he was on some kind of embankment.

'So happy to be alive'

Pallister put his hands and feet down to try and steady himself, he said, but it was too steep and too dark to know what was really happening. As he slid, his arm got caught and twisted behind him — causing a compound fracture.

He fell out of the officer's spotlight and was sliding down the embankment alone in the dark.

"Then I got air, and I'm just praying: no rocks," Pallister said.

"And then I landed flat, blew out the sides of both my hiking boots on landing. So it must have been a pretty profound impact."

Manitoba Premier Brian Pallister suffered multiple injuries and numerous cuts and bruises after getting lost and falling while on a hike in New Mexico. (Submitted/Brian Pallister)

The police officer located Pallister and managed to help him get to the officer's vehicle. Pallister was taken directly to the local hospital.

He said it was the worst day of his life, but he is very grateful to have gotten through it.

"I am so happy to be alive. I am so thankful for the people down there. I am so appreciative of the expressions of sympathy and support from Manitobans and people across the country," Pallister said.

"It's been a humbling experience for me, and it will never stop Esther and me from going back and exploring this beautiful place."