It is understood management justified keeping stores open on the basis that selling sporting and fitness equipment makes the company a vital asset during a national shutdown.
Mike Ashley’s Frasers Group, which includes Sports Direct and Evans Cycles, wrote to all workers within 30 minutes of Boris Johnson's address to the nation.
On Monday night, the Prime Minister said restrictions would be tightened up so only essential journeys should be made by key workers.
A letter from Frasers Group's Chief Financial Officer, tweeted from the Sports Direct account, asked for clarity on the announcement.
The apparent u-turn by the retailer follows sharp criticism from politicians.
Michael Gove told ITV's Good Morning Britain he "couldn't see any justification for Sports Direct remaining open".
The Cabinet Office Minister said Mike Ashley should "rescind [...] what he said, he should back off".
Labour Party chairman Ian Lavery told Mr Ashley to "take some responsibility" and "shut up shop".
Mr Lavery questioned the initial decision, tweeting: "Who on earth does Mike Ashley think he is? He’s prepared to endanger the life of his employees and the public at large."
The Wansbeck MP added that selling sports equipment "is not an essential service", while Alyn and Deeside MP Mark Tami said Sports Direct staying open could potentially be "putting vulnerable people at risk".
"Take some responsibility SHUT UP SHOP" Mr Lavery concluded.
While Labour MP Jess Phillips agreed that the firm was "not essential", tweeting: "Massive mugs notwistanding there is nothing people cannot live without in Sports Direct."
Frasers Group's Chief Financial Officer Chris Wootton wrote to staff - following the Prime Minister's address - noting home fitness was the "number one trending topic on social media after coronavirus itself".
He added: "Against the backdrop of the closure of gyms the demand for these types of products has increased exponentially as the population looks to maintain a healthy lifestyle.
"Consequently, we are uniquely well placed to help keep the UK as fit and healthy as possible during this crisis and thus our Sports Direct and Evans Cycles stores will remain open where possible to allow us to do this (in accordance with the Government’s current social distancing guidance).
"There is no one else that has the range of product and range of stores to make this reasonably accessible for the whole population."
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