The ability to combine continuously tunable narrow-band terahertz (THz) generation that can access both the far-infrared and mid-infrared regimes with nanometer-scale spatial resolution is highly promising for identifying underlying light-matter interactions and realizing selective control of rotational or vibrational resonances in nanoparticles or molecules. Here, we report selective difference frequency generation with over 100 THz bandwidth via femtosecond optical pulse shaping. The THz emission is generated at nanoscale junctions at the interface of LaAlO₃/SrTiO₃ (LAO/STO) that is defined by conductive atomic force microscope lithography, with the potential to perform THz spectroscopy on individual nanoparticles or molecules. Numerical simulation of the time-domain signal facilitates the identification of components that contribute to the THz generation. This ultra-wide-bandwidth tunable nanoscale coherent THz source transforms the LAO/STO interface into a promising platform for integrated lab-on-chip optoelectronic devices with various functionalities.