In situ derived acyclic and cyclic 1,2-diaza-1,3-dienes (DDs) were engaged in interceptive [4 + 1] annulation strategy with diazo esters (DEs). The catalytic activity of inexpensive copper(II) chloride allows the direct synthesis of mono-, bi-, and tricyclic 4,5-dihydropyrazole-5-carboxylic acid derivatives in a process that circumvents the use of an anhydrous and inert atmosphere.