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 ~\varnothing6 \times 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 the c-axis characterized by slightly different lattice constants. Single crystal of K0.80Fe1.81Se2 shows a superconducting transition at Tc = 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 iron-vacancy superstructure and static antiferromagnetic order. The anisotropic ratio of the upper critical field Hc2 for both H//c and H//ab configurations is \sim3.46.