<PAGE>

                                                                    EXHIBIT 25

                              THE SPORTSMAN'S GUIDE, INC.

                                    POWER OF ATTORNEY


    WHEREAS, The Sportsman's Guide, Inc. (the "Company") intends to file with 
the Securities and Exchange Commission its Report on Form 10-K for the fiscal 
year ended December 29, 1995:

    NOW, THEREFORE, the undersigned in his capacity as a director of the 
Company hereby appoints Gary Olen his true and lawful attorney-in-fact and 
agent, with full power of substitution and resubstitution, to execute in his 
name, place and stead, the Company's Report on Form 10-K for the fiscal year 
ended December 29, 1995 (including any amendment to such report) and any and 
all other instruments necessary or incidental in connection therewith, and to 
file the same with the Securities and Exchange Commission. Said attorney 
shall have full power and authority to do and perform in the name and on 
behalf of the undersigned, in the aforesaid capacity, to all intents and 
purposes as the undersigned might or could do in person. The undersigned 
hereby ratifies and approves the acts of said attorney.

    IN WITNESS WHEREOF, the undersigned has executed this instrument this 
18th day of March, 1996.




                                                       /s/ William T. Sena
                                                       -----------------------
                                                       William T. Sena

<PAGE>

                                                                    EXHIBIT 25

                              THE SPORTSMAN'S GUIDE, INC.

                                    POWER OF ATTORNEY


    WHEREAS, The Sportsman's Guide, Inc. (the "Company") intends to file with 
the Securities and Exchange Commission its Report on Form 10-K for the fiscal 
year ended December 29, 1995:

    NOW, THEREFORE, the undersigned in his capacity as a director of the 
Company hereby appoints Gary Olen his true and lawful attorney-in-fact and 
agent, with full power of substitution and resubstitution, to execute in his 
name, place and stead, the Company's Report on Form 10-K for the fiscal year 
ended December 29, 1995 (including any amendment to such report) and any and 
all other instruments necessary or incidental in connection therewith, and to 
file the same with the Securities and Exchange Commission. Said attorney 
shall have full power and authority to do and perform in the name and on 
behalf of the undersigned, in the aforesaid capacity, to all intents and 
purposes as the undersigned might or could do in person. The undersigned 
hereby ratifies and approves the acts of said attorney.

    IN WITNESS WHEREOF, the undersigned has executed this instrument this 
18th day of March, 1996.




                                                       /s/ Vincent W. Shiel
                                                       -----------------------
                                                       Vincent W. Shiel

<PAGE>

                                                                    EXHIBIT 25

                              THE SPORTSMAN'S GUIDE, INC.

                                    POWER OF ATTORNEY


    WHEREAS, The Sportsman's Guide, Inc. (the "Company") intends to file with 
the Securities and Exchange Commission its Report on Form 10-K for the fiscal 
year ended December 29, 1995:

    NOW, THEREFORE, the undersigned in his capacity as a director of the 
Company hereby appoints Gary Olen his true and lawful attorney-in-fact and 
agent, with full power of substitution and resubstitution, to execute in his 
name, place and stead, the Company's Report on Form 10-K for the fiscal year 
ended December 29, 1995 (including any amendment to such report) and any and 
all other instruments necessary or incidental in connection therewith, and to 
file the same with the Securities and Exchange Commission. Said attorney 
shall have full power and authority to do and perform in the name and on 
behalf of the undersigned, in the aforesaid capacity, to all intents and 
purposes as the undersigned might or could do in person. The undersigned 
hereby ratifies and approves the acts of said attorney.

    IN WITNESS WHEREOF, the undersigned has executed this instrument this 
18th day of March, 1996.




                                                       /s/ Leonard M. Paletz
                                                       -----------------------
                                                       Leonard M. Paletz

<PAGE>

                                                                    EXHIBIT 25

                              THE SPORTSMAN'S GUIDE, INC.

                                    POWER OF ATTORNEY


    WHEREAS, The Sportsman's Guide, Inc. (the "Company") intends to file with 
the Securities and Exchange Commission its Report on Form 10-K for the fiscal 
year ended December 29, 1995:

    NOW, THEREFORE, the undersigned in his capacity as a director of the 
Company hereby appoints Gary Olen his true and lawful attorney-in-fact and 
agent, with full power of substitution and resubstitution, to execute in his 
name, place and stead, the Company's Report on Form 10-K for the fiscal year 
ended December 29, 1995 (including any amendment to such report) and any and 
all other instruments necessary or incidental in connection therewith, and to 
file the same with the Securities and Exchange Commission. Said attorney 
shall have full power and authority to do and perform in the name and on 
behalf of the undersigned, in the aforesaid capacity, to all intents and 
purposes as the undersigned might or could do in person. The undersigned 
hereby ratifies and approves the acts of said attorney.

    IN WITNESS WHEREOF, the undersigned has executed this instrument this 
18th day of March, 1996.




                                                       /s/ Mark Kroger
                                                       -----------------------
                                                       Mark Kroger