We present local and nonlocal electrical transport measurements of the correlated insulator FeSb$_2$. By employing wiring configurations that delineate between bulk- and surface-dominated conduction, we reveal the formation of a metallic surface state in FeSb$_2$ for temperatures $\lessapprox 5$~K. This result is corroborated by an angular rotation study of this material's magnetotransport, which also shows signatures of the transition from bulk- to surface-dominated conduction over the same temperature interval as the local/nonlocal transport divergence. Notable similarities with the topological Kondo insulator candidate SmB$_6$ are discussed.