FeSb2 films were produced in a low-pressure Ar environment by pulsed laser deposition at 355 nm. The influence of growth parameters such as substrate temperature, Ar pressure and deposition time on the growth of FeSb2 films was studied. Nearly phase-pure FeSb2 films with thicknesses of 100–400 nm were produced at 425 °C with an Ar pressure of 1.5–2 Pa. Thermal transport and Hall measurements were performed to explore the thermoelectric transport properties of the FeSb2 films. A maximum thermopower of 120 μVK−1 at 40 K was obtained. In general it is highly important to understand the growth properties of FeSb2 films if they are to eventually reach thermoelectric applications at cryogenic temperatures.