We have succeeded in growing single crystals of CeFe4Sb12 by a Sb-self-flux method and measured the electrical resistivity and magnetization. The residual resistivity is about two times smaller than that of polycrystalline ones, suggesting that the sample quality is highly improved. The magnetization measurements at low temperature revealed that the sample contains almost no magnetic impurities which are always observed in polycrystalline samples. The weak temperature dependence and a broad maximum around 115K in magnetic susceptibility, which is a typical feature of valence fluctuation compounds, have been observed.