Chemotaxis is the movement of organisms toward or away from a chemical attractant or toxin by a biased random walk process. Here we describe the first experimental example of chemotaxis outside biological systems. Platinum-gold rods 2.0 microm long exhibit directed movement toward higher hydrogen peroxide concentrations through "active diffusion." Brownian dynamics simulations reveal that no "temporal sensing" algorithm, commonly attributed to bacteria, is necessary; rather, the observed chemotaxis can be explained by random walk physics in a gradient of the active diffusion coefficient.