Nanoparticular FeSb2 was prepared in solution from cyclopentadienyl iron(ii) dicarbonyl dimer [Fe(Cp(CO)2)]2 and antimony nanoparticles. Spark plasma sintering was used as consolidation method to maintain the particle size. The thermoelectric performance of FeSb2 is limited by its high thermal conductivity. In this work, the thermal conductivity was suppressed by nearly 80% compared to the bulk value by introducing grain boundary scattering of phonons on the nanoscale. The thermoelectric properties of the consolidated FeSb2 emphasize the possibility of altering thermal transport of promising thermoelectric compounds by phonon scattering by engineering the interfaces at the nanoscale.