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We report a detailed single-crystal investigation of a magnetoelectric ferrimagnet Cu2OSeO3 using dc magnetization and ac susceptibility along the three principal directions [100], [110], and [111]. We have observed that in small magnetic fields two magnetic transitions occur, one at T-c = 57 K and the second one at T-N = 58 K. At T-c the nonlinear susceptibility reveals the emergence of the ferromagnetic component and below T-c the magnetization measurements show the splitting between field-cooled and zero-field-cooled regimes. Above 1000 Oe the magnetization saturates and the system is in a single domain state. The temperature dependence of the saturation below T-c can be well described by mu(T) = mu(0)1 - (T/T-c)(2), with mu(0) = 0.56 mu(B)/Cu, corresponding to the 3-up-1-down configuration. The dielectric constant measured on a thin single crystal shows a systematic deviation below the transition, indicating an intrinsic magnetoelectric effect.