POWER OF ATTORNEY

	Know all by these presents, that the undersigned hereby constitutes
and appoints each of Charles B. Lingen, Steven R. Watts and Lisa S. Pierce,
signing singly, the undersigned's true and lawful attorney-in-fact to:

	(1)  execute on behalf of the undersigned, in the undersigned's
capacity as an officer and/or director of The Sportsman's Guide, Inc.
(the "Company"), Forms 3, 4 and 5 in accordance with Section 16(a)
of the Securities Exchange Act of 1934 and the rules thereunder;

	(2)  file any such Form 3, 4 or 5 with the United States
Securities and Exchange Commission and any stock exchange or
similar authority; and

	(3)	take any other action in connection with the
foregoing which, in the opinion of such attorney-in-fact, may be of
benefit to, in the best interest of, or legally required by, the
undersigned.

	The undersigned hereby grants to each such attorney-in-fact
full power and authority to do and perform any and every act and thing
whatsoever requisite, necessary or proper to be done in the exercise
of any of the rights and powers herein granted, as fully to all intents
and purposes as the undersigned might or could do if personally present,
with full power of substitution or revocation, hereby ratifying
and confirming all that such attorney-in-fact, or such attorney-in-fact's
substitute or substitutes, shall lawfully do or cause to be done by virtue
of this power of attorney and the rights and powers herein granted.
The undersigned acknowledges that the foregoing attorneys-in-fact,
in serving in such capacity at the request of the undersigned,
are not assuming, nor is the Company assuming, any of the undersigned's
responsibilities to comply with Section 16 of the Securities Exchange
Act of 1934.

	This Power of Attorney shall remain in full force and effect until
the undersigned is no longer required to file Forms 3, 4 and 5 with
respect to the undersigned's holdings of and transactions in securities
issued by the Company, unless earlier revoked by the undersigned
in a signed writing delivered to the foregoing attorneys-in-fact.

	IN WITNESS WHEREOF, the undersigned has caused this Power
of Attorney to be executed as of the date set forth below.

					/s/ RONALD G. OLSON
					Signature

					Ronald G. Olson
					Print Name

					Date:  1-27-2005