Colloidal nanocrystal synthesis provides a powerful approach for creating unique nanostructures of relevance for applications. Here, we report that wurtzite ZnSe nanorod couples connected by twinning structures can be synthesized by means of a self-limited assembly process. Unlike for individual nanorods, the band-edge states calculated for the nanorod couples are predominantly confined to the short edges of the structure and this leads to low photoluminescence polarization anisotropy, as confirmed by single-particle fluorescence. Through a cation-exchange approach, the composition of nanorod couples can be readily expanded to additional materials, such as CdSe and PbSe. We anticipate that this family of nanorod-couple structures with distinct compositions and controlled properties will constitute an ideal system for the investigation of electronic coupling effects between individual nanorod components on the nanoscale, with relevance to applications in optics, photocatalysis and optoelectronic devices.