A facile direct synthesis of (E)-α-cyanocinnamaldehydes from acrylonitrile and benzaldehydes is successfully achieved in a mixed solvent of EtOH/AcOH by Pd(OAc)2/HPMoV/FeCl3/O2 catalyst system. The reaction was found to proceed via the cross-aldol condensation of diethyl acetal derived from acrylonitrile with aldehydes.