Thanks for posting in the forums! That's a great question! In order to connect to your Slingbox, you do need an Internet connection both on the Slingbox and on the device you are trying to watch from. Even if you are connecting at home.
The reason is because the connection to your Slingbox goes to our servers, then to your account on Watch on Slingbox.com. I do apologize if this is an inconvenience to you.
Have a great day!
The Sling Moderation Team