An efficient approach to functionalized (E)-3-cinnamyl-3-methyl-2,3-dihydrobenzofurans and (E)-(3-methyl-2,3-dihydrobenzofuran-3-yl)but-2-enones has been developed through a Pd-catalyzed one-pot cascade process involving two sequential Heck reactions, that is, an intramolecular Heck reaction of olefin-tethered aryl iodides and an intermolecular Heck reaction with substituted styrenes and α,β-unsaturated ketones. As a result, a series of desired products were obtained in moderate to good yields and with exclusive E-form selectivities.