We study the impact of non-Hermiticity on the molecule formation in a two-component spin-orbit-coupled Fermi gas near a wide Feshbach resonance. Under an experimentally feasible configuration where the two-photon Raman process is dissipative, the Raman-induced synthetic spin-orbit coupling acquires a complex strength. Remarkably, dissipation of the system facilitates the formation and binding of molecules, which, despite their dissipative nature and finite lifetime, exist over a wider parameter regime than in the corresponding Hermitian system. These dissipation-facilitated molecules can be probed by the inverse radio-frequency (rf) spectroscopy, provided the Raman lasers are blue detuned to the excited state. The effects of dissipation manifest in the rf spectra as shifted peaks with broadened widths, which serve as a clear experimental signature. Our results, readily observable in current cold-atom experiments, shed light on the fascinating interplay of non-Hermiticity and interaction in few- and many-body open quantum systems.