We report a comprehensive study of transport, magnetotransport, and magnetic properties of single crystals of BaVSe3. The paramagnetic metal-ferromagnetic metal transition at 43 K was followed as a function of pressure by measuring the electrical resistivity and the thermoelectric power. The exponent of the low-temperature power-law dependence of the resistivity increases with pressure. The effective magnetic moment obtained from magnetic susceptibility in the paramagnetic regime is mu(eff)=1.40 mu(B). The study was completed by band-structure calculations based on density-functional theory both at ambient and high pressures. Transport coefficients of BaVSe3 resemble the high-pressure phase of BaVS3, which suggest that the replacement of sulfur with selenium can be viewed as chemical pressure.