A detailed study of the notions of convexity for a hypersurface in a Finsler manifold is carried out. In particular, the infinitesimal and local notions of convexity are shown to be equivalent. Our approach differs from Bishop's one in his classical result (Bishop, Indiana Univ Math J 24:169-172, 1974) for the Riemannian case. Ours not only can be extended to the Finsler setting but it also reduces the typical requirements of differentiability for the metric and it yields consequences on the multiplicity of connecting geodesics in the convex domain defined by the hypersurface. ; Comment: 22 pages, AMSLaTex. Typos corrected, references updated