C−H bond functionalization involving C,C‐palladacycle intermediates provides a unique platform for developing novel reactions. However, the vast majority of studies have been limited to the transformations of C(aryl),C‐palladacycles. In sharp contrast, catalytic reactions involving C(alkyl),C(alkyl)‐palladacycles have rarely been reported. Herein, we disclose an unprecedented cascade C(sp3)−H annulation involving C(alkyl),C(alkyl)‐palladacycles. In this protocol, alkene‐tethered cycloalkenyl bromides undergo intramolecular Heck/C(sp3)−H activation to generate C(alkyl),C(alkyl)‐palladacycles, which can be captured by α‐bromoacrylic acids to afford tricyclic fused pyridinediones. In addition, this strategy can also be applied to indole‐tethered cycloalkenyl bromides to construct pentacyclic fused pyridinediones via suquential Heck dearomatization/C(sp3)−H activation/decarboxylative cyclization. Notably, the removal of α‐bromoacrylic acids in the reaction of alkene‐tethered cycloalkenyl bromides can build an interesting tricyclic skeleton containing a four‐membered ring. Preliminary mechanistic experiments indicate that five‐membered C(alkyl),C(alkyl)‐palladacycles serve as the key intermediates. Meanwhile, density functional theory (DFT) calculations have provided insights into the reaction pathway.