My problem with this question is the same you can have with many statistics. Yes, if you take only the variables population and area, then Canada is demonstrably less dense.
The fact that skews this result is that over 90% of Canadians live within a one hour drive from the United States Border. So, most of their population is compacted into a narrow strip of land running just north of the U.S. I'm from Michigan and have been to many of their largest cities . . . right across from Detroit is Windsor, then up the 401 to Toronto or down to Hamilton. Of course there is Montreal and Quebec City . . . more on the west coast.
I don't know the statistics, but although Canada is less densely populated because of massively large unpopulated areas, Canadians themselves seem quite densely packed ;-)
The united states has a higher population density which is 87.4/sq mi as compared to Canada which has a population density of 8.3/sq mi. The USA has 9.2 times more people, for more information on the demographics visit, http://www.unitednorthamerica.org/simdiff.htm
Oh yes...to put it another way from PeterMMMM, the USA is the world's third largest country (probably), and Canada is the fourth largest. However, Canada has roughly the same population as the state of California.