The transition metal phosphorus trisulfides FePSe3 was successfully grown by chemical vapor transport (CVT) method. The chemical composition, crystal structure, electrical transport properties, and magnetic anisotropy have been studied by scanning electron microscope-energy dispersion spectrum (SEM-EDX), X-ray diffractometer (XRD), physical property measurement system (PPMS), and magnetic property measurement system (MPMS). Single crystal and powder X-ray diffraction pattern confirms that FePSe3 belongs to the trigonal crystal structure, and has the features of van der Waals layer structure. The in-plane resistivity increases with decreasing temperature and exhibits semiconductor behavior with an activation energy of 268 meV. In high temperature, the in-plane and out-of-plane magnetic susceptibility increase with decreasing temperature and exhibit Curie-Weiss paramagnetic behavior, but the Weiss temperatures of both directions have a different sign which indicates that the magnetic properties of FePSe3 are anisotropic. With decreasing temperature, the magnetic susceptibility of both directions shows a sharp decrease at the temperature of 109 K and then almost keeps a constant, which is a typical antiferromagnetic transition, but further analysis suggests that the antiferromagnetic transition is a first-order phase transition.