FA in option
HTML
<link rel="stylesheet" href="http://maxcdn.bootstrapcdn.com/font-awesome/4.2.0/css/font-awesome.min.css">
<link rel="stylesheet" href="//maxcdn.bootstrapcdn.com/font-awesome/4.2.0/css/font-awesome.min.css">
<select style="font-family: 'FontAwesome', 'Kalam', cursive;">
<option>example1 </option>
<option>example2 </option>
<option>example3 </option>
<option>example4 </option>
</select>
CSS
@import url('https://fonts.googleapis.com/css?family=Kalam');