We report on a new iron selenide superconductor with a T_c onset of 45 K and the nominal composition Li_x(C₅H₅N)_yFe_2−zSe₂, synthesized via intercalation of dissolved alkaline metal in anhydrous pyridine at room temperature. This superconductor exhibits a broad transition, reaching zero resistance at 10 K. Magnetization measurements reveal a superconducting shielding fraction of approximately 30%. Analogous phases intercalated with Na, K and Rb were also synthesized and characterized. The superconducting transition temperature of Li_x(C₅H₅N)_yFe_2−zSe₂ is clearly enhanced in comparison to those of the known superconductors FeSe_0.98 (T_c ∼ 8 K) and A_xFe_2−ySe₂ (T_c ∼ 27-32 K) and is in close agreement with critical temperatures recently reported for Li_x(NH₃)_yFe_2−zSe₂. Post-annealing of intercalated material (Li_x(C₅H₅N)_yFe_2−zSe₂) at elevated temperatures drastically enlarges the c-parameter of the unit cell (∼44%) and increases the superconducting shielding fraction to nearly 100%. Our findings indicate a new synthesis route leading to possibly even higher critical temperatures for materials in this class: by intercalation of organic compounds between Fe-Se layers.