Is it possible to create a 9-Slice-Object within Photoshop? I haven't found that feature yet, and can't find any help through google. Doesn't Photoshop support it?
No. Photoshop does not offer 9-point scaling.
There's a discussion related to this at Adobe's Feedback site: http://feedback.photoshop.com/photoshop_family/topics/add_9_slice_scaling_in_photoshop_cs6
1. Download Guideguide and use it to create a 3*3 guides grid then use it however you want
2. Open illustrator, create a rectangle, go to:
object>path>split into grid
And then split your rectangle into 3*3, then you can move the vector to illustrator as a smart object, pixels or shape and use it as you want.