Selective N-alkylation of various diazo NH-heterocycles with preserving the diazo function was performed either by classical alkylation with alkyl halides or by the Mitsunobu reaction with alcohols. The substrate variety involved diazo-substituted homophthalimide, arylidenesuccinimides, (thio)-barbituric acids, and pyrazolones. This is the first time the Mitsunobu reaction has been applied for the functionalization of diazo carbonyl compounds.