The anisotropic physical properties of single crystals of orthorhombic PtSn4 are reported for magnetic fields up to 140 kOe, applied parallel and perpendicular to the crystallographic b-axis. The magnetic susceptibility has an approximately temperature independent behavior and reveals an anisotropy between ac-plane and b-axis. Clear de Haas-van Alphen oscillations in fields as low as 5 kOe and at temperatures as high as 30 K were detected in magnetization isotherms. The thermoelectric power and resistivity of PtSn4 show the strong temperature and magnetic field dependencies. A change of the thermoelectric power at H = 140 kOe is observed as high as ~ 50 mu-V/K. Single crystals of PtSn4 exhibit very large transverse magnetoresistance of ~ 5x10^5% for the ac-plane and of ~ 1.4x10^5% for the b-axis resistivity at 1.8 K and 140 kOe, as well as pronounced Shubnikov-de Haas oscillations. The magnetoresistance of PtSn4 appears to obey Kohlers rule in the temperature and field range measured. The Hall resistivity shows a linear temperature dependence at high temperatures followed by a sign reversal around 25 K which is consistent with thermoelectric power measurements. The observed quantum oscillations and band structure calculations indicate that PtSn4 has three dimensional Fermi surfaces.