A highly efficient annulative approach towards the construction of the structurally attractive methylenecyclohexane ring was developed through a convenient 1,4-addition of 4-pentenylmagnesium bromide to 2-cyano-2-cycloalkenones followed by a Pd(II)-mediated oxidative cyclization of the resulting ω-unsaturated α-cyano ketones. Based on this newly developed protocol, polycyclic adducts bearing various ring sizes and substitutions can be prepared in moderate to high yields.