I used to live in SE metro of Mpls/St. Paul for many years.
Check the
MN DNR (dept of natural resources) site for state parks there are a few in the area.
Fort Snelling State Park is located practically in the metro area, by the airport.
Afton State Park is more eastern towards MN-WI border.
A non-state park is
Lebanon Hills Regional Park, located along the Eagan/Apple Valley border. They have a conveniently located small rv campground, located in a large regional park.
But state parks are plentiful, and just about all of them are nice to stay at. MN has one of, if not, the best state park system nationwide.