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Ca_1−xLa_xFeAs₂ (CLFA112) belongs to a new family of Fe-based superconductors (FeSCs) and has a unique crystal structure featuring an arsenic zigzag chain layer, which has been proposed to be a possible two-dimensional topological insulator. This suggests that CLFA112 is a potential topological superconductor—a platform to realize Majorana fermions. Up to now, even a clear superconducting (SC) gap in CLFA112 has never been observed, and the SC properties of CLFA112 remain largely elusive. In this letter, we report the results of an atomic-scale investigation of the electronic structure of CLFA112 crystals using low-temperature scanning tunneling microscopy (STM). We revealed four different types of surfaces exhibiting distinct electronic properties, with all surfaces displaying dominating 2 × 1 surface reconstructions. On a Ca/La layer on top of an FeAs layer, a clear SC gap of ~12 mV was observed only at the crevices (vacancies) where the FeAs layer can be directly accessed. Remarkably, the FeAs termination layer displayed a dispersing nematic modulation both in real and q space. We also present peculiar zero-bias conductance peaks for the very As chain layer that is believed to exhibit a topological edge state as well as the influence of La dopants on the As chain layer.