Advanced synchrotron radiation focusing down to a size of 300 nm has been used to visualize nanoscale phase separation in the KFeSe superconducting system using scanning nanofocus single-crystal x-ray diffraction. The results show an intrinsic phase separation in KFeSe single crystals at < 520 K, revealing the coexistence of (i) a magnetic phase characterized by an expanded lattice with superstructures due to Fe vacancy ordering and (ii) a nonmagnetic phase with an in-plane compressed lattice. The spatial distribution of the two phases at 300 K shows a frustrated or arrested nature of the phase separation. The space-resolved imaging of the phase separation permitted us to provide direct evidence of nanophase domains smaller than 300 nm and different micrometer-sized regions with percolating magnetic or nonmagnetic domains forming a multiscale complex network of the two phases.