FeSb(2) was recently identified as a narrow-gap semiconductor with indications of strong electron-electron correlations. In this manuscript, we report on systematic thermoelectric investigation of a number of FeSb(2) single crystals with varying carrier concentrations, together with two isoelectronically substituted FeSb(2-x)As(x) samples (x = 0.01 and 0.03) and two reference compounds FeAs(2) and RuSb(2). Typical behaviour associated with narrow bands and narrow gaps is only confirmed for the FeSb(2) and the FeSb(2-x)As(x) samples. The maximum absolute thermopower of FeSb(2) spans from 10 to 45 mV/K at around 10 K, greatly exceeding that of both FeAs(2) and RuSb(2). The relation between the carrier concentration and the maximum thermopower value is in approximate agreement with theoretical predictions of the electron-diffusion contribution which, however, requires an enhancement factor larger than 30. The isoelectronic substitution leads to a reduction of the thermal conductivity, but the charge-carrier mobility is also largely reduced due to doping-induced crystallographic defects or impurities. In combination with the high charge-carrier mobility and the enhanced thermoelectricity, FeSb(2) represents a promising candidate for thermoelectric cooling applications at cryogenic temperatures.