Metallocene catalysis is widely used in transformations of unsaturated organic compounds, including the bulk industrial synthesis of polyolefins. Over the last few decades, the electronic and structural properties of their η5‐coordinated ligands have been modified by introducing electron‐donating, electron‐withdrawing, and sterically hindered substituents to obtain desirable catalytic properties for the metallocenes. An efficient way to design η5‐coordinated ligands is to exploit the annelation of heterocyclic fragments with a cyclopentadiene ring. In the present review, we summarize, systematize, and analyze synthetic approaches to heterocycle‐fused cyclopentadienes suitable for metallocene catalyst preparation.