A method for the construction of pyrroles bearing a 2-keto or formyl group through the intramolecular oxidative aza-annulation of enynyl azides is reported for the first time. It involves a sequential carbon-nitrogen/carbon-oxygen bond formations, and the combination of AuCl3 with AgSbF6 was identified as a suitable reagent system to promote the present reaction. The required enynyl azides are readily prepared from Morita-Baylis-Hillman (MBH) acetates of acetylenic aldehydes.