Tin selenide (SnSe) has been the subject of great attention in the last years due to its highly efficient thermoelectricity and its possibilities as a green material, free of Pb and Te. Here, we report for the first time a thermoelectricity and transport study of individual SnSe micro- and nano-wires with diameters in the range between 130 nm and 1.15 μm. X-ray diffraction and transmission electron microscopy analyses confirm an orthorhombic SnSe structure with Pnma (62) symmetry group and 1:1 Sn:Se atomic ratio. Electrical and thermal conductivity and the Seebeck coefficient were measured in each individual nanowire using a specialized suspended microdevice in the 150-370 K temperature range, yielding a thermal conductivity of 0.55 Wm-1 K-1 at room temperature and ZT ~ 0.156 at 370 K for the 130 nm diameter nanowire. The measured properties were correlated with electronic information obtained by model simulations and with phonon scattering analysis. The results confirm these structures as promising building blocks to develop efficient temperature sensors, refrigerators and thermoelectric energy converters. The thermoelectric response of the nanowires is compared with recent reports on crystalline, polycrystalline and layered bulk structures.