Developing an efficient catalytic system using molecular oxygen as the oxidant for rhodium-catalyzed cross-dehydrogenative coupling remains highly desirable. Herein, rhodium-catalyzed oxidative annulation of 2- or 7-phenyl-1H-indoles with alkenes or alkynes to assemble valuable 6H-isoindolo[2,1-a]indoles, pyrrolo[3,2,1-de]phenanthridines, or indolo[2,1-a]isoquinolines using the atmospheric pressure of air as the sole oxidant enabled by quaternary ammonium salt has been accomplished. Mechanistic studies provided evidence for the fast intramolecular aza-Michael reaction and aerobic reoxidation of Rh(I)/Rh(III), facilitated by the addition of quaternary ammonium salt.