SECURITIES AND EXCHANGE COMMISSION
                             WASHINGTON, D.C. 20549

                                    FORM 8-K

                                 CURRENT REPORT

     Pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934

         Date of Report (Date of earliest event reported): July 28, 2003

                           THE SPORTSMAN'S GUIDE, INC.
             (Exact name of registrant as specified in its charter)

<Table>
                                               
         Minnesota                   0-15767                    41-1293081
(State or other jurisdiction  (Commission File No.)  (IRS Employer Identification No.)
     of incorporation)

         411 Farwell Avenue, South St. Paul, Minnesota          55075
            (Address of principal executive offices)         (Zip Code)
</Table>

       Registrant's telephone number, including area code: (651) 451-3030






Item 7.  Financial Statements and Exhibits

         (c)  Exhibits.  The following exhibit is furnished with this report:

              99    Press Release dated July 28, 2003 of The Sportsman's Guide,
                    Inc.

Item 12. Results of Operations and Financial Condition

         On July 28, 2003, The Sportsman's Guide, Inc. issued a press release to
report its financial results for the three and six months ended June 30, 2003.
The release is furnished as Exhibit 99 to this report.





                                   SIGNATURES

         Pursuant to the requirements of the Securities Exchange Act of 1934,
the registrant has duly caused this report to be signed on its behalf by the
undersigned hereunto duly authorized.

                                    THE SPORTSMAN'S GUIDE, INC.



Date: July 29, 2003                 By: /s/ CHARLES B. LINGEN
                                       -----------------------------------------
                                        Name:    Charles B. Lingen
                                        Title:   Executive Vice President
                                                 of Finance and Administration
                                                 and Chief Financial Officer