We present resistivity and thermal-conductivity measurements of superconducting FeSe in intense magnetic fields up to 35 T applied parallel to the ab plane. At low temperatures, the upper critical field μ_{0}H_{c2}^{ab} shows an anomalous upturn, while thermal conductivity exhibits a discontinuous jump at μ_{0}H^{*}≈24 T well below μ_{0}H_{c2}^{ab}, indicating a first-order phase transition in the superconducting state. This demonstrates the emergence of a distinct field-induced superconducting phase. Moreover, the broad resistive transition at high temperatures abruptly becomes sharp upon entering the high-field phase, indicating a dramatic change of the magnetic-flux properties. We attribute the high-field phase to the Fulde-Ferrel-Larkin-Ovchinnikov (FFLO) state, where the formation of planar nodes gives rise to a segmentation of the flux-line lattice. We point out that strongly orbital-dependent pairing as well as spin-orbit interactions, the multiband nature, and the extremely small Fermi energy are important for the formation of the FFLO state in FeSe.