Recently, focused electron beam induced deposition has been employed to prepare functional magnetic nanostructures with potential in nanomagnetic logic and sensing applications by using homonuclear precursor gases like Fe(CO)5 or Co2(CO)8. Here we show that an extension towards the fabrication of bi-metallic compounds is possible by using a single-source heteronuclear precursor gas. We have grown CoFe alloy magnetic nanostructures from the HFeCo3(CO)12 metal carbonyl precursor. The compositional analysis indicate that the samples contain about 80 at% of metal and 10 at% of carbon and oxygen. Four-probe magnetotransport measurements are carried out on nanowires of various sizes down to a width of 50 nm, for which the room temperature resistivity of 43~$muOmega$cm is found. Micro-Hall magnetometry reveals that 50~nm$times$250~nm nanobars of the material are ferromagnetic up to the highest measured temperature of 250 K. Finally, the TEM microstructural investigation shows that the deposits consist of a bcc Co-Fe phase mixed with a FeCo2O4 spinel oxide phase with nanograins of about 5 nm diameter.