We propose a full three-dimensional subwavelength surface-plasmon-polariton cavity based on a metal-coated dielectric nanowire with an axial heterostructure. Surface plasmon-polaritons are strongly confined at the nanowire-metal interface sandwiched by an effective plasmonic mirror that consists of lower-index nanowire core and metal shell. Numerical simulations show for a cavity <50 x 50 x 40 nm(3) (mode volume, V approximately 10(-5) microm(3)) that a quality factor, Q, >36000 is achieved at 20 K. This ultrasmall plasmonic cavity can be used as a plasmonic emitter or laser device coupled to a plasmonic waveguide with a high coupling efficiency in deep-subwavelength photonic systems.