The blast was reported just before 10 a.m. Friday. The injured employees were hospitalized with significant burns.
Authorities say employees smelled natural gas and went into an electrical closet to find the source. That's when the blast happened.
Craig Levra, chairman and CEO of Sport Chalet, said in a news conference that the explosion happened in a utility room by the scuba training pool that houses a heater for warming the water.
Investigators say the blast did not start a fire. Damage was minimal and was contained to the area off to the side of the main entrance of the store.
The preliminary investigation indicates the explosion was caused by a gas leak. County arson investigators will make the final determination.
"We've transferred the scene to the sheriff's department so they can conduct their investigation," said Los Angeles County Fire Captain Al Yanagisawa.
Robert Sanchez, an electrician working on the store's lights, discovered the gas leak. He said he immediately smelled natural gas when he went into the electrical closet.
"It was definitely inside there. It was coming out through there. When you opened it up, it was no doubt. It hit you like a wall," said Sanchez. He said he warned the store manager about the gas leak, then returned to work inside the store.
"Not 15 minutes later, that's when the accident occurred," said Sanchez.
The store was closed as fire officials tried to nail down a specific cause behind the explosion. The gas supply to the store was shut off during the investigation. Authorities say the store building suffered only minimal damage and the rest of the shopping center remained open, though a few entrances were blocked off by emergency personnel. The scene was later cleared.