Iron selenide (FeSex) crystals with lateral dimensions up to millimeters were grown via a vapor self-transport method. The crystals consist of the dominant alpha - phase with trace amounts of beta- phase as identified by powder x-ray diffraction. With four-probe resistance measurements we obtained a zero-resistance critical temperature of 7.5 K and a superconducting onset transition temperature of up to 11.8 K in zero magnetic field as well as an anisotropy of 1.5 +- 0.1 for the critical field. Magnetization measurements on individual crystals reveal the co-existence of superconductivity and ferromagnetism. ; Comment: To appear in Applied Physics Letters