An efficient synthesis of 4-methyleneproline derivatives has been developed through an Rh-catalyzed [4 + 1] cycloaddition strategy using 3-methyleneazetidines and diazo compounds. The reaction proceeds under very mild conditions with a high degree of chemoselectivity, and competing experiments revealed that it is the preferred reaction, dominant over the C-H insertion, O-H insertion, and olefin cyclopropanation reactions which are commonly observed in Rh carbene chemistry. This method can incorporate the proline ester scaffold in pharmaceuticals and natural products. The intramolecular version of the reaction effectively provides proline-fused small to medium-sized tricyclic heterocycles. Gram-scale reactions, one-time addition of diazo compounds, and a minimum catalyst loading of 0.1 mol %, proceeded smoothly, implying their practicality.