The thermal conductivity κ of the iron-based superconductor FeSe was measured at temperatures down to 75mK in magnetic fields up to 17T. In a zero magnetic field, the electronic residual linear term in the T=0 K limit, κ_{0}/T, is vanishingly small. The application of a magnetic field B causes an exponential increase in κ_{0}/T initially. Those two observations show that there are no zero-energy quasiparticles that carry heat and therefore no nodes in the superconducting gap of FeSe. The full field dependence of κ_{0}/T has the classic two-step shape of a two-band superconductor: a first rise at very low field, with a characteristic field B^{⋆}≪B_{c2}, and then a second rise up to the upper critical field B_{c2}. This shows that the superconducting gap is very small (but finite) on one of the pockets in the Fermi surface of FeSe. We estimate that the minimum value of the gap, Δ_{min}, is an order of magnitude smaller than the maximum value, Δ_{max}.
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