Abstract. Using Fedosov's approach we give a geometric construction of a formal symplectic groupoid over any Poisson manifold endowed with a torsion-free Poisson contravariant connection. In the case of Kähler-Poisson manifolds this construction provides, in particular, the formal symplectic groupoids with separation of variables. We show that the dual of a semisimple Lie algebra does not admit torsion-free Poisson contravariant connections.