Facebook Live footage of a couple attempting to drive across frozen Lake Winnipeg in a truck shows the moment when everything went wrong, as their vehicle broke through the ice and plunged into the frigid water.

Ko'ona Cochrane recorded the video live from the front passenger seat on Tuesday, while her boyfriend, Ivon Saber, took the vehicle out onto the ice. She had no idea the vehicle would go under when she started recording.

"Oh, that looks frightening," Cochrane says in the video, as they cross the frozen expanse.

"Why are you slowing down?" she asks her boyfriend, a moment later.

Immediately after she asks the question, the vehicle lurches, Cochrane starts screaming and the camera begins tumbling around inside the vehicle.

"Bail, bail!" Saber can be heard saying.

The remaining moments show a jumble of hair, clothing and hands, as Cochrane and Saber scramble out of the doomed pickup truck. Cochrane says "Oh my gosh" several times during the ordeal.

RCMP found the couple at the edge of the lake, where both refused medical assistance.

The truck was not recovered, although Saber apparently managed to fish out a drum from the back of the vehicle as it went under.

"Never ever hitting 'Go Live' again," Cochrane wrote in a Facebook update on Wednesday. "We are safe and alive.

"I'd do it again. Maybe," she joked.

Cochrane and Saber described their plan to cross the ice in a video posted on Monday.

"We're going to try and drive across the lake tomorrow," Cochrane says in the video. "The thing that frightens me is this incredibly frightening-looking ice."

The video shows the thick ice on the lake, with long, deep cracks running throughout it. Cochrane says in the video that the ice is three feet (almost 1 metre) thick.

Cochrane says she saw others out on the ice "all weekend," and thought it would be safe to drive over. "Next time I'll follow an actual ice road, not fishing routes," she wrote on Facebook.