This paper reports the design of Ag-Al2O3-Ag heterojunctions based on Ag nanorods (AgNRs) and their applications as thermally stable and ultrasensitive substrates of surface-enhanced Raman scattering (SERS). Specifically, an ultrathin Al2O3 capping layer of 10 nm on top of AgNRs serves to slow down the surface diffusion of Ag at high temperatures. Then, an additional Ag layer on top of the capping layer creates AgNRs-Al2O3-Ag heterojunctions, which lead to giant enhancement of electromagnetic fields within the Al2O3 gap regions that could boost the SERS enhancement. As a result of this design, the SERS substrates are thermally stable up to 200 °C, which has been increased by more than 100 °C compared with bare AgNRs, and their sensitivity is about 400% that of pure AgNRs. This easy yet effective capping approach offers a pathway to fabricate ultrasensitive, thermally stable and easily prepared SERS sensors, and to extend SERS applications for high-temperature detections, such as monitoring in situ the molecule reorientation process upon annealing. Such simultaneous achievement of thermal stability and SERS sensitivity represents a great advance in the design of SERS sensors and will inspire the fabrication of novel hetero-nanostructures.