We demonstrate coherent control of bond making, a milestone on the way to coherent control of photoinduced bimolecular chemical reactions. In strong-field multiphoton femtosecond photoassociation experiments, we find the yield of detected magnesium dimer molecules to be enhanced for positively chirped pulses and suppressed for negatively chirped pulses. Our ab initio model shows that control is achieved by purification combined with chirp-dependent Raman transitions. Experimental closed-loop phase optimization using a learning algorithm yields an improved pulse that utilizes vibrational coherent dynamics in addition to chirp-dependent Raman transitions. Our results show that coherent control of binary photoreactions is feasible even under thermal conditions.