Platelike single crystals of SrFe2As2 as large as 3×3×0.5 mm3 have been grown out of Sn flux. The SrFe2As2 single crystals show a structural phase transition from a high-temperature tetragonal phase to a low-temperature orthorhombic phase at To=198 K, and do not show any sign of superconductivity down to 1.8 K. The structural transition is accompanied by an anomaly in the electrical resistivity, Hall resistivity, specific heat, and the anisotropic magnetic susceptibility. In an intermediate temperature range from 198 to 160 K, single-crystal x-ray diffraction suggests a coexistence of the high-temperature tetragonal and the low-temperature orthorhombic phases.