Strong vortex pinning in FeSe could be useful for technological applications and could provide clues about the coexistence of superconductivity and nematicity. To characterize the pinning of individual, isolated vortices, we simultaneously apply a local magnetic field and image the vortex motion with scanning SQUID susceptibility. We find that the pinning is highly anisotropic: the vortices move easily along directions that are parallel to the orientations of twin domain walls and pin strongly in a perpendicular direction. These results are consistent with a scenario in which the anisotropy arises from vortex pinning on domain walls and quantify the dynamics of individual vortex pinning in FeSe.