So I found what I was doing wrong. My Mac Terminal and Pycharm were using different Python that I installed on my system, so I changed the path on Pycharm interpreter to the local path where Selenium was installed.
Maybe you use python 2.x and 3.x on your computer and you configured in pycharm other then the one you use in console? If it is so then pip could install selenium to python 2.x and in pycharm you are using 3.x or the other way round.