The fundamental question regarding the fractionation phenomenon is whether diffusion alone is responsible for it or whether an additional advection dynamic is involved. We studied the fractionation by diffusion of particles in spatially heterogeneous environments. By experimentally observing the time-sequential fractionation patterns of dye particles diffusing across a solid-solid interface of varying polyacrylamide gel densities, we found that the two-component diffusion model accurately captures the observed fractionation dynamics. In contrast, single-component diffusion models by Fick, Wereide, and Chapman do not. Our results indicate that diffusion alone can explain the fractionation phenomenon and that additional advection dynamics are not involved. The underlying physics in the fractionation phenomenon is discussed by using a two-component random walk model.