High-quality single crystals of Ce3Al11 with the orthorhombic crystal structure have been grown by the Al-flux method. Signatures for ferromagnetic and antiferromagnetic orderings at T-C = 6.3K and T-N = 3.2K, respectively, have been observed in the electrical resistivity. On application of pressure, the Neel temperature T-N decreases rapidly and goes to zero around 3GPa. On the other hand, the Curie temperature T-C is found to be robust against pressure up to 4GPa. Further, dHvA oscillations have been obtained for magnetic field along the [0 1 0] direction. A cyclotron mass m(c)* as large as 28m(0) (m(0): rest mass of an electron) has been observed for one of the dHvA branches, indicating the heavy fermion nature of Ce3Al11.