Composite single crystals consisting of nanoscaled FeSe inclusions encapsulated into the interlayer space of TiSe matrix were obtained by the decay of homogeneous FeTiSe intercalation compound. These composites have a high magnetic anisotropy due to the coherent bond between inclusions and the host lattice of TiSe. The influence of selenium pressure over the composite surface on the composition of the inclusions is studied, and the possibility of controlling their content is demonstrated. The thermodynamic stability of the composite with a small excess of selenium in comparison with the stoichiometric material is established based on theoretical calculations. The estimated energy of the chemical bond between components of the composite is close to the van der Waals bond energy. A method to control the orientation and defects within the inclusions in the host lattice is proposed.