This tutorial review focuses on several practical synthetic transformations utilising palladium catalysis that facilitate the synthesis of functionalized unsaturated heterocycles in a regioselective (site-selective) manner. Cross-couplings of electron-deficient, electron-neutral and electron-rich unsaturated halogenated heterocycles with various organometallic reagents, and other types of nucleophiles, are detailed. Direct arylation of electron-rich unsaturated heterocyclic compounds by C-H functionalization is also presented.