We report the production of ultracold heteronuclear
Cs∗Yb molecules through one-photon photoassociation applied to an ultracold atomic mixture of Cs and Yb confined in an optical dipole trap. We use trap-loss spectroscopy to detect molecular states below the
Cs(2P1/2)+Yb(1S0) asymptote. For
133Cs174Yb, we observe 13 rovibrational states with binding energies up to $\ensuremath{\sim}500\phantom{\rule{0.28em}{0ex}}\mathrm{GHz}$. For each rovibrational state we observe two resonances associated with the Cs hyperfine structure and show that the hyperfine splitting in the diatomic molecule decreases for more deeply bound states. In addition, we produce ultracold fermionic
133Cs173Yb and bosonic
133Cs172Yb and
133Cs170Yb molecules. From mass scaling, we determine the number of vibrational levels supported by the 2(1/2) excited-state potential to be 154 or 155.