We present very low temperature (0.15 K) scanning tunneling microscopy and spectroscopy experiments in the layered superconductor LaSb$_2$. We obtain topographic microscopy images with surfaces showing hexagonal and square atomic size patterns, and observe in the tunneling conductance a superconducting gap. We find well defined quasiparticle peaks located at a bias voltage comparable to the weak coupling s-wave BCS expected gap value (0.17 meV). The amount of states at the Fermi level is however large and the curves are significantly broadened. We find T$_c$ of 1.2 K by following the tunneling conductance with temperature.