The category of bifunctional building blocks overrides many others because of their fascinating wide applicability in synthetic chemistry. Aryl glyoxal is one of the key molecules that has been extensively used in heterocyclic chemistry to afford nearly all types of five- and six-membered heterocycles, which are the structural constituents of many natural products. The multicomponent reaction is a practical strategy to utilize this wonderful moiety with different types of starting materials to obtain numerous diverse oxygen heterocycles. This review covers the advancement of aryl glyoxal as a prime synthetic equivalent in recent years for the synthesis of oxygen heterocycles.