The microscopic mechanism governing the zero-resistance flow of current in some iron-based, high-temperature superconducting materials is not well understood up to now. A central issue concerning the investigation of these materials is their superconducting gap symmetry and structure. Here we present a combined study of low-temperature specific heat and scanning tunnelling microscopy measurements on single crystalline FeSe. The results reveal the existence of at least two superconducting gaps which can be represented by a phenomenological two-band model. The analysis of the specific heat suggests significant anisotropy in the gap magnitude with deep gap minima. The tunneling spectra display an overall U-shaped gap close to the Fermi level away as well as on top of twin boundaries. These results are compatible with the anisotropic nodeless models describing superconductivity in FeSe.