According to the United States Census Bureau, the town has a total area of 35.8 square miles (92.8 km²), of which 35.7 square miles (92.4 km²) is land and 0.2 square miles (0.4 km²) (0.45%) is water.
The water consists mostly of man-made flowages in the Pershing Wildlife Area, and the Fisher River, which crosses Pershing from east to west.