We demonstrate direct evidence of possible surface superconductivity on small, well-shaped MgB2 single crystals. Transport measurements in the range H < 1.6H c c2 , where H c c2 is the bulk upper critical field for the c axis, show non-Ohmic and strongly angular dependent resistivity. Studies of the alignment of H with selected crystal surfaces, transport and specific heat measurements on the same crystal, and a physical sculpturing of the crystal surfaces using a focused ion beam all support the conclusion. Similar, albeit less pronounced results are obtained for fields in the basal plane.