EXHIBIT (i)

Legal Opinion: Opinion and Consent of Dorsey & Whitney LLP

Exhibit No. 28(i)

Dorsey & Whitney LLP

Sit U.S. Government Securities Fund, Inc.

3300 IDS Center

80 S. 8^th Street

Minneapolis, MN 55402

Dear Sir/Madam:

Reference is made to Post-Effective Amendment Number 53 to the Registration Statement on Form N-1A (file No. 33-11549) which you will file with the Securities and Exchange Commission pursuant to the Securities Act of 1933 for the purpose of the registration for sale by Sit U.S. Government Securities Fund, Inc. (the “Company”) of an indefinite number of common shares of the Company, including both Class S and Class Y common shares, which are covered by said Registration Statement.

We are familiar with the proceedings to date with respect to the proposed sale by the Company, and have examined such records, documents and matters of law and have satisfied ourselves as to such matters of fact as we consider relevant for the purposes of this opinion.

We are of the opinion that:

(a) the Company is a legally organized corporation under Minnesota law; and

(b) the common shares to be sold by the Company will be legally issued, fully paid and nonassessable when issued and sold upon the terms and in the manner set forth in said Registration Statement.

We consent to the reference to this firm under the caption “Custodian; Transfer Agent; Counsel; Accountants” in the Statement of Additional Information, and to the use of this opinion as an exhibit to the Registration Statement.

Dated: November 21, 2019

Very truly yours,

/s/ Dorsey & Whitney LLP

Dorsey & Whitney LLP

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