Here we investigate the thermodynamic and electronic properties of Eu11InSb9 single crystals. Electrical transport data show that Eu11InSb9 has a semiconducting ground state with a relatively narrow band gap of 320 meV. Magnetic susceptibility data reveal antiferromagnetic order at low temperatures, whereas ferromagnetic interactions dominate at high temperature. Specific heat, magnetic susceptibility, and electrical resistivity measurements reveal three phase transitions at TN1 = 9.3 K, TN2 = 8.3 K, and TN3 = 4.3 K. Unlike Eu5In2Sb6, a related europium-containing Zintl compound, no colossal magnetoresistance (CMR) is observed in Eu11InSb9. We attribute the absence of CMR to the smaller carrier density and the larger distance between Eu ions and In-Sb polyhedra in Eu11InSb9. Our results indicate that Eu11InSb9 has potential applications as a thermoelectric material through doping or as a long-wavelength detector due to its narrow gap.