Functional nanostructured materials often rely on the combination of more than one material to confer the desired functionality or an enhanced performance of the device. Here we report the procedure to create nanoscale heterostructured materials in the form of core-shell nanowires by focused electron beam induced deposition (FEBID) technologies. In our case, three-dimensional (3D) nanowires (<100 nm in diameter) with metallic ferromagnetic cores of Co- and Fe-FEBID have been grown and coated with a protective Pt-FEBID shell (ranging 10-20 nm in thickness) aimed to minimize the degradation of magnetic properties caused by the surface oxidation of the core to a non-ferromagnetic material. The structure, chemistry and magnetism of nanowire cores of Co and Fe have been characterized in Pt-coated and uncoated nanostructures to demonstrate that the morphology of the shell is conserved during Pt coating, the surface oxidation is suppressed or confined to the Pt layer, and the average magnetization of the core is strengthened up to 30%. The proposed approach paves the way to the fabrication of 3D FEBID nanostructures based on the smart alternate deposition of two or more materials combining different physical properties or added functionalities.