A microwave-assisted tandem [3+2] cycloaddition/retro-Diels–Alder reaction of azomethine ylides derived from imines of α-amino esters to dimethyl 7-oxabicyclo[2.2.1]hepta-2,5-diene-2,3-dicarboxylate derivatives is described. The procedure delivers, in a short reaction time, pyrrolines in high yields. In a such sequence, the oxanorbornadiene derivatives behave as masked forms of dimethyl acetylenedicarboxylate. Subsequent oxidation of the synthesized 3-pyrrolines with DDQ affords 2H-pyrroles with yields in the 76–88% range. If this three-step sequence is run on the non-substituted 7-oxabicycloheptadienedicarboxylate, purification of the intermediate 3-pyrrolines is avoided to afford 2H-pyrroles in less than 2 h.