In recent years several attempts have been made to fabricate coupled quantum dots as a crucial element of quantum computing devices. One important challenge is to achieve a reliable control of the interdot tunneling. For this purpose we have combined direct nanolithography by local anodic oxidation (LAO) with standard electron-beam lithography. LAO is used to produce parallel double quantum dots. Additional metallic split gates are responsible for the control of the interdot coupling. We describe our fabrication scheme and demonstrate the function in low-temperature transport measurements.