The possibility of obtaining volatile polynuclear heterometallic complexes containing lanthanides and transition metals bound by methoxy-β-diketonates was studied. New compounds were prepared by cocrystallization of monometallic complexes from organic solvents. Ln(tmhd)3 were used as initial monometallic complexes (Ln = La, Pr, Sm, Gd, Tb, Dy, Lu; tmhd = 2,2,6,6-tetramethylheptane-3,5-dionate) in combination with TML2 in various ratios (TM = Cu, Co, Ni, Mn; L: L1 = 1,1,1-trifluoro-5,5-dimethoxypentane-2,4-dionate, L2 = 1,1,1-trifluoro-5,5-dimethoxy-hexane-2,4-dionate, L3 = 1,1,1-trifluoro-5-methoxy-5-methylhexane-2,4-dionate). Heterometallic complexes of the composition [(LnL2tmhd)2TM(tmhd)2] were isolated for light lanthanides Ln= La, Pr, Sm, Gd, and L= L1 or L2. By single crystal XRD, it has been established that heterometallic compounds containing La, Pr, Cu, Co, and Ni are isostructural linear coordination polymers of alternating mononuclear transition metal complexes and binuclear heteroleptic lanthanide complexes, connected by donor–acceptor interactions between oxygen atoms of the methoxy groups and transition metal atoms. A comparison of powder XRD patterns has shown that all heterometallic complexes obtained are isostructural. Havier lanthanides Ln = Tb, Dy, Lu did not form heterometallics. Instead, homometallic complexes Ln(L3)3 were identified for Ln = Dy, Lu as well as for Ln = La. The thermal properties of the complexes were investigated by TG-DTA and vacuum sublimation tests. The heterometallic complexes were found to be not volatile and decomposed under heating to produce inorganic composites of TM oxides and Ln fluorides. In contrast, Ln(L3)3 is volatile and may be sublimed in a vacuum. Results of magnetic measurements are discussed for several heterometallic and homometallic complexes.