We report a simple and reproducible method for fabricating heterometallic nanogaps, which are made of two different metal nanorods separated by a nanometer-sized gap. The method is based upon on-wire lithography, which is a chemically enabled technique used to synthesize a wide variety of nanowire-based structures (e.g., nanogaps and disk arrays). This method can be used to fabricate pairs of metallic electrodes, which exhibit distinct work functions and are separated by gaps as small as 2 nm. Furthermore, we demonstrate that a symmetric thiol-terminated molecule can be assembled into such heterometallic nanogaps to form molecular transport junctions (MTJs) that exhibit molecular diode behavior. Theoretical calculations demonstrate that the coupling strength between gold and sulfur (Au-S) is 2.5 times stronger than that of Pt-S. In addition, the structures form Raman hot spots in the gap, allowing the spectroscopic characterization of the molecules that make up the MTJs.