We studied the stability and superconductivity of FeSe nanosheets during an in-air device fabrication process. Methods were developed to improve the exfoliation yield and to maintain the superconductivity of FeSe. Raman spectroscopy, atomic force microscopy, optical microscopy and time-of-flight-secondary-ion-mass-spectroscopy measurements show that FeSe nanosheets decayed in air. Precipitation of Se particles and iron oxidation likely occurred during the decay process. Transport measurements revealed that the superconductivity of FeSe disappeared during a conventional electron beam lithography process. Shadow mask evaporation and transfer onto pre-defined electrodes methods were shown to be effective in maintaining the superconductivity after the in-air device fabrication process. These methods developed provide a way of making high quality FeSe nano-devices.