Herein, we disclosed a novel and efficient palladium-catalyzed nucleomethylation of alkynes for the simultaneous construction of the heteroaromatic ring and methyl group. The 3-methylindoles, 3-methylbenzofurans and 4-methylisoquinolines were obtained in moderate to excellent yields. Notably, this methodology was employed as a key step for synthesis of a pregnane X receptor antagonist, zindoxifene, bazedoxifene and AFN-1252. The kinetic studies revealed that reductive elimination might be the rate-determining step.