Let M be a weakly o-minimal non-valuational structure, and N its canonical o-minimal extension (by Wencel). We prove that every group G definable in M is a subgroup of a group K definable in N , which is canonical in the sense that it is the smallest such group. As an application, we obtain that G 00 = G ∩ K 00 , and establish Pillay's Conjecture in this setting: G/G 00 , equipped with the logic topology, is a compact Lie group, and if G has finitely satisfiable generics, then dim Lie (G/G 00 ) = dim(G).