This work presents the synthesis of CoSb3 one-dimensional (1D) thermoelectric nanomaterials using electrodeposition under galvanostatic conditions and polycarbonate membranes as a template (50 nm diameter pores). Cyclic voltammetry measurements have been performed to get preliminary information on the electrochemical reduction process of the involved species. Different current density values in the range 1-4 mA cm-2 have been applied, leading to the formation of nanowires (NWs) and micro- and nanomushroom caps, as evidenced by the scanning electron microscopy and scanning transmission electron microscopy investigations. Through fine-tuning of the current density the desired Co/Sb atomic ratio could be achieved. Energy-dispersive X-ray spectroscopy analysis showed the formation of CoSb3 at 1.4 mA cm-2, and it has also been confirmed by high-resolution transmission electron microscopy and micro-Raman spectroscopy. In this work, we present for the first time the fabrication of a CoSb3-CoxSby heterojunction on the same NW exhibiting Sb-rich and Co-rich alloy segments, prepared by electrodeposition from the same electrolyte by simply varying the applied current density.