If $X$ is a convex surface in a Euclidean space, then the squared intrinsic distance function $\mathop {{\rm dist}}^2(x,y)$ is DC (d.c., delta-convex) on $X\times X$ in the only natural extrinsic sense. An analogous result holds for the squared distance function $\mathop {{\rm dist}}^2(x,F)$ from a closed set $F \subset X$. Applications concerning $r$-boundaries (distance spheres) and ambiguous loci (exoskeletons) of closed subsets of a convex surface are given.