Cation exchange is a versatile tool to control the composition of nanocrystals, and recently deterministic patterning could be achieved by combining it with lithography techniques. Regarding single nanocrystal structures, such spatial control of cation exchange enables the design of heterostructures, which can be integrated in functional optoelectronic elements. In this work, we fabricate nanowire CdSe/Cu2Se heterojunctions by masking cation exchange via electron-beam irradiation, such that cation exchange proceeds only in the non-irradiated sections. Interestingly, the heterojunction interfaces are almost atomically sharp, and the adjacent CdSe and Cu2Se domains exhibit epitaxial relationships. We show that the cation exchange at the CdSe/Cu2Se interface is only possible if the displaced Cd2+ ions can radially out-diffuse to the solution phase. If this exit pathway is blocked, the cation exchange cannot occur. Our technique allows one to transform already contacted single nanowires, and the obtained heterojunction nanowires manifest a noticeable gain in conductance.