A method of resistance spot welding a steel workpiece to an aluminum or aluminum alloy workpiece involves providing a workpiece stack-up that includes a steel workpiece and an aluminum workpiece and preheating the welding electrode that is meant to contact the aluminum or aluminum alloy workpiece. The method further involves pressing the preheated welding electrode and another welding electrode against opposite sides of the workpiece stack-up, with the preheated welding electrode abutting the aluminum or aluminum alloy workpiece, and passing an electrical current between the two welding electrodes at a weld site to initiate and grow a molten weld pool within the aluminum or aluminum alloy workpiece.