Carrying a large, pure spin magnetic moment of 7 μB per atom in the half-filled 4f shell, divalent europium is an outstanding element for assembling novel magnetic devices in which a two-dimensional electron gas may be polarized due to exchange interaction with an underlying magnetically-active Eu layer. Here we show that the Si-Rh-Si surface trilayer of the antiferromagnet EuRh2Si2 bears a surface state, which exhibits an unexpected and large spin splitting controllable by temperature. The splitting sets in below ~32.5 K, well above the ordering temperature of the Eu 4f moments (~24.5 K) in the bulk, indicating a larger ordering temperature in the topmost Eu layers. The driving force for the itinerant ferromagnetism at the surface is the aforementioned exchange interaction. Such a splitting may also be induced into states of functional surface layers deposited onto the surface of EuRh2Si2 or similarly ordered magnetic materials with metallic or semiconducting properties.