Most of the smoke was from the Slave Lake Wildfire 057 (SWF057), which was over 30 km southwest of town burning in the Swan Hills. It had started on May 4 and mostly moved away from Slave Lake. Other wildfires in that direction are SWF063 and SWF064. There are also wildfires north (about 80 km) and west (about 30 km) of Slave Lake which can bring smoke into the community.
With all of the wildfires burning in western Canada at the moment, smoky conditions will come and go. People wanting to know where the smoke is coming from can go to firesmoke.ca/forecasts/current/. The smoke moves from the current moment to 24 hours later, in one hour increments. If you want to see what it is at a given moment, hit the pause button, then move the cursor. This also has an indication of the health dangers of the smoke from zero to 250+.