We have fabricated pairs of platinum electrodes with separation between 20 and 3.5 nm. Our technique combines electron beam lithography and chemical electrodeposition. We show that the measurement of the conductance between the two electrodes through the electrolyte provides an accurate and reproducible way to control their separation. We have tested the robustness of the electrodes by applying large voltages across them and by using them to measure the transport properties of Au nanoclusters. Our results show that the technique reliably produces metallic electrodes with a separation that bridges the minimum scale accessible by electron beam lithography with the atomic scale.