Morphogen gradients play a vital role in developmental biology by enabling embryonic cells to infer their spatial location and determine their developmental fate accordingly. The standard mechanism for generating a morphogen gradient involves a morphogen being produced from a localized source and subsequently degrading. While this mechanism is effective over the length and time scales of tissue development, it fails over typical subcellular length scales due to the rapid dissipation of spatial asymmetries. In a recent theoretical work, we found an alternative mechanism for generating concentration gradients of diffusing molecules, in which the molecules switch between spatially constant diffusivities at switching rates that depend on the spatial location of a molecule. Independently, an experimental and computational study later found that Caenorhabditis elegans zygotes rely on this mechanism for cell polarization. In this paper, we extend our analysis of switching diffusivities to determine its role in protein concentration gradient formation. In particular, we determine how switching diffusivities modifies the standard theory and show how space-dependent switching diffusivities can yield a gradient in the absence of a localized source. Our mathematical analysis yields explicit formulas for the intracellular concentration gradient which closely match the results of previous experiments and numerical simulations.