The structural evolution of premilled FeSe powder mixture was investigated by using differential thermal analysis (DTA) and X-ray diffraction (XRD) to elucidate the sintering process. The DTA results showed that the reaction process between Fe and Se powders underwent two different stages: formation of FeSe2 at the solid-solid reaction stage and formation of Fe7Se8 at the solid-liquid reaction stage. However, the XRD data showed that more reactions occurred during the sintering process; hence, DTA may not show peaks for transformation of Fe7 Se8 → β-FeSe and β-FeSe → δ-FeSe due to only a small amount of heat given off in the reactions. In addition, polycrystalline β-FeSe bulk samples were synthesized at a series of different temperatures, and the content of β-FeSe increased with the sintered temperature increasing. Combined with microstructure observation, it was observed that iron selenides exhibited different morphology during the successive phase formation process. The superconductivity of sintered samples was also measured, and the results indicated that the value of Tconset for the sample sintered at 750°C had the highest value.