One way (but perhaps not the best way) to prove this is using Galois theory. First, one proves the following theorem (see page 42 of Patrick Morandi's Field and Galois Theory):
Theorem 4.9. Let $K$ be an algebraic extension of $F$. Then the following statements are equivalent:
$K$ is Galois over $F$.
$K$ is normal and separable over $F$.
$K$ is a splitting field of a set of separable polynomials over $F$.
Patrick Morandi defines $K$ to be Galois over $F$ if $F = \mathcal{F}(\operatorname{Gal}(K/F))$, where $\operatorname{Gal}(K/F)$ is the set of all $F$-automorphisms of $K$.
Then, as a corollary (see page 44) we get the required result. Here's a proof of the result assuming the above theorem:
Let $E/F$ be an extension of fields and let $\alpha \in E$ be separable over $F$. Then, $\min(F,\alpha)$ is separable. If $K$ is a splitting field of $F$ contained in an algebraic closure of $E$, then $K/F$ is normal and separable by the above theorem. Since $F \subset F(\alpha) \subset K$, $F(\alpha)$ is also separable over $F$.
(Remark: since $\alpha$ is algebraic over $F$, $F[\alpha] = F(\alpha)$.)
In fact, the same method of proof allows one to show that if $\alpha_1,\dots,\alpha_n \in E$ are separable over $F$, then $F(\alpha_1,\dots,\alpha_n)$ is separable over $F$. Simply let $K$ be the splitting field of the set of separable polynomials $\{ \min(F,\alpha_i) : 1 \leq i \leq n \}$. Then, $K$ is normal and separable over $F$ by the theorem, and so, $F(\alpha_1,\dots,\alpha_n)$ is separable over $F$.