Functionalized isoxazoline N-oxides, 4,5-dihydroisoxazoles and isoxazoles have attracted considerable attention because of their wide applications. Starting from 1,1-dimethoxy-2-nitroethene and aldehydes, a cascade approach to these heterocycles was explored to achieve structural diversity controlled by different reaction conditions. Furthermore, this new protocol provided a direct access to 4-substituted-3,5-bis(methoxycarbonyl)-4,5-dihydroisoxazoles from aromatic aldehydes for the first time.[a] X.