A new high-frequency Incremental Theory of Diffraction (ITD) formulation for the double diffraction by metallic wedges when illuminated by Complex Source Points (CSP) is provided. The main motivation is the extension of the class of problems that can be studied using asymptotic (i.e. ray-based and incremental) methods by providing a double diffraction description for CSP, which are considered because they are efficient to analyze electrically large structures. The new formulation provides an accurate asymptotic description of the interaction between two edges in an arbitrary configuration, including slope diffraction contributions. Advantages of the ITD formulation for CSP illumination include avoiding the typical ray-caustic impairments of the GTD/UTD ray techniques and not requiring ray tracing in complex space. Numerical results are presented and compared to a Method-of-Moments analysis to demonstrate the accuracy of the solution.