We report the creation of ultra-long-range Sr2 molecules comprising one ground-state 5s2 1S0 atom and one atom in a 5sns 3S1 Rydberg state for n ranging from 29 to 36. Molecules are created in a trapped ultracold atomic gas using two-photon excitation near resonant with the 5s5p 3P1 intermediate state, and their formation is detected through ground-state atom loss from the trap. The observed molecular binding energies are reproduced with the aid of first-order perturbation theory that utilizes a Fermi pseudopotential with effective s-wave and p-wave scattering lengths to describe the interaction between an excited Rydberg electron and a ground-state Sr atom.