Millimeter sized single crystals of CaFe1-xCoxAsF were grown using a self-flux method. It is found that high-quality single crystals can be grown from three approaches with different initial raw materials. The chemical compositions and crystal structure were characterized carefully. Compared with the undoped parent phase CaFeAsF, the crystal lattice along the c-axis is suppressed by the Co substitution while that along the a-axis expands slightly. Superconductivity with the critical transition T-c as high as 21 K was confirmed by both the resistivity and magnetic susceptibility measurements in the sample with x=0.118. Moreover, it is found that T-c can be enhanced for about 1 K under the very small hydrostatic pressure of 0.22 GPa, which is more quick than that reported in the polycrystalline samples. Our results are a promotion for the physical investigations of 1111 phase iron-pnictide superconductors. (C) 2016 Elsevier B.V. All rights reserved.