I am filling on J-1 visa. I have salary support from Canadian fellowship. I wanted to know how to proceed or report this on US tax return or take treaty benefit?

No, you will need to report this on your US tax return and then apply for a foreign tax credit on your return to avoid double taxation. Here is how to report.

1. Log into your account
2. Select Wages and income
3. Less Common income
4. Miscellaneous Income, 1099-A, 1099>start
5. Scroll to the bottom of the page to Other Reportable Income
6. Other taxable income, answer yes
7. Then give a brief description of the income and the amount listed.. Call this Canadian Fellowship income and then list the amount.

To claim a Foreign Tax Credit.

1. Go to Federal
2. Deductions and credits 
3. Estimate and other taxes paid 
4. Foreign Tax Credit>start or revisit