In reply to goatee:
There's a Decathlon up the road from the station but I don't know how far as I've only ever noticed it from the airport shuttle. You should be able to find it online though - it's an unusually downtown location for a Decathlon in France. I haven't spotted any other shops near the station, but then I've never tried looking. While searching you may want to make sure you're looking near the "Matabiau" station rather than one of the others in the city.