Single crystals of superconducting KxFe2-ySe2 have been grown with the optical floating-zone technique under application of 8 bar of argon pressure. We found that large and high quality single crystals with dimensions of similar to 6 mm x 10 mm could be obtained at the termination of the grown ingot through quenching, while the remaining part of the ingot decomposed. As-grown single crystals commonly represent an intergrowth of two sets of c-axes characterized by slightly different lattice constants. Single-crystal K0.80Fe1.81Se2 shows a superconducting transition at T-c = 31.6 K, leading to a near 100% expulsion of the external magnetic field in magnetization measurements. On the other hand, neutron diffraction data indicate that superconductivity in the sample coexists with a root 5 x root 5 iron-vacancy superstructure and static antiferromagnetic order. The anisotropic ratio of the upper critical field H-c2 for both H parallel to c and H parallel to ab configurations is similar to 3.46.