We developed a method for allowing cascade cyclization of 2-nitrochalcones with pyrazoles, imidazole, and indazole in the presence of CuI catalyst, DBU base, and THF solvent. The conditions were tolerant of an array of useful functionalities including ester, nitro, cyano, halogen groups. A mechanistic consideration was also provided, as H2O2 was presumably a byproduct. Our method appears to be a rare example to directly prepare C3-heterocyclic unprotected indoles.