We combine electron beam lithography and masked anodization of epitaxial aluminium to define tunnel junctions via selective oxidation, alleviating the need for wet-etch processing ordirect deposition of dielectric materials. Applying this technique to define Josephson junctions in proximity induced superconducting Al-InAs heterostructures, we observe multiple Andreev reflections in transport experiments, indicative of a high quality junction. We further compare the mobility and density of Hall-bars defined via wet etching and anodization. These results may find utility in uncovering new fabrication approaches to junction-based qubit platforms.