<PAGE>

                                                              Exhibit 24.1


                             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 Annual Report on Form 10-K for the
fiscal year ended December 28, 1997.

     NOW, THEREFORE, the undersigned in his capacity as a director of the
Company hereby appoints Gary Olen and Charles B. Lingen, or any one of them, his
true and lawful attorneys-in-fact and agents, with full power of substitution
and resubstitution, to execute in his name, place and stead, the Company's
Annual Report on Form 10-K for the fiscal year ended December 28, 1997
(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 23rd day of February, 1998.



                                   /s/ Vincent W. Shiel
                                   Vincent W. Shiel


<PAGE>


                             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 Annual Report on Form 10-K for the
fiscal year ended December 28, 1997.

     NOW, THEREFORE, the undersigned in his capacity as a director of the
Company hereby appoints Gary Olen and Charles B. Lingen, or any one of them, his
true and lawful attorneys-in-fact and agents, with full power of substitution
and resubstitution, to execute in his name, place and stead, the Company's
Annual Report on Form 10-K for the fiscal year ended December 28, 1997
(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 23rd
day of February, 1998.




                                   /s/ Mark F. Kroger
                                   Mark F. Kroger



<PAGE>
 

                             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 Annual Report on Form 10-K for the
fiscal year ended December 28, 1997.

     NOW, THEREFORE, the undersigned in his capacity as a director of the
Company hereby appoints Gary Olen and Charles B. Lingen, or any one of them, his
true and lawful attorneys-in-fact and agents, with full power of substitution
and resubstitution, to execute in his name, place and stead, the Company's
Annual Report on Form 10-K for the fiscal year ended December 28, 1997
(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 23rd
day of February, 1998.




                                   /s/ Leonard M. Paletz
                                   Leonard M. Paletz



<PAGE>


                             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 Annual Report on Form 10-K for the
fiscal year ended December 28, 1997.

     NOW, THEREFORE, the undersigned in his capacity as a director of the
Company hereby appoints Gary Olen and Charles B. Lingen, or any one of them, his
true and lawful attorneys-in-fact and agents, with full power of substitution
and resubstitution, to execute in his name, place and stead, the Company's
Annual Report on Form 10-K for the fiscal year ended December 28, 1997
(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 23rd
day of February, 1998.



                                   /s/ William T. Sena
                                   William T. Sena