The first example of enantioselective intermolecular cycloaddition of carbonyl ylides with indoles is described. The cycloaddition of five- and six-membered carbonyl ylides derived from diazodiketoesters with N-methylindoles under catalysis by dirhodium(II) tetrakis[N-tetrachlorophthaloyl-(S)-tert-leucinate], Rh(2)(S-TCPTTL)(4), gave cycloadducts in high yields and with high levels of enantioselectivity (up to 99% ee) as well as excellent exo diastereoselectivity.