When you naturalize in the U.S., you must be willing to take an oath of allegiance to the U.S., including the renunciation of citizenship in your native country. Thus, there is a possibility of losing your Canadian citizenship, as a condition of being naturalized in the U.S. Furthermore, your country of citizenship (i.e., Canada) may have laws governing your legal status in that country when you take up citizenship in a different country. That is, Canada may have laws providing whether you may retain Canadian citizenship after naturalization in the U.S.
It is recommended that you contact an immigration attorney, preferably one who is knowledgeable of both the U.S. and Canadian immigration law, to find out the implications of obtaining U.S. citizenship. Good luck.