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(P1/22)+Yb(S01) asymptote. For Cs133Yb174, we observe 13 rovibrational states with binding energies up to ∼500GHz. 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 Cs133Yb173 and bosonic Cs133Yb172 and Cs133Yb170 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.