We initiate the study of convex geometry over ordered hyperfields. We define convex sets and halfspaces over ordered hyperfields, presenting structure theorems over hyperfields arising as quotients of fields. We prove hyperfield analogues of Helly, Radon and Carathéodory theorems. We also show that arbitrary convex sets can be separated via hemispaces. Comparing with classical convexity, we begin classifying hyperfields for which halfspace separation holds. In the process, we demonstrate many properties of ordered hyperfields, including a classification of stringent ordered hyperfields.

Final version, to appear in Innovations in Incidence Geometry. 44 pages, 18 figures