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Xanthine derivatives have been a great area of interest for the development of potent bioactive agents. Thirty-eight methylxanthine derivatives as acetylcholinesterase inhibitors (AChE) were designed and synthesized. Suzuki–Miyaura cross-coupling reactions of 8-chlorocaffeine with aryl(hetaryl)boronic acids, the CuAAC reaction of 8-ethynylcaffeine with several azides, and the copper(I) catalyzed one-pot three-component reaction (A3-coupling) of 8-ethynylcaffeine, 1-(prop-2-ynyl)-, or 7-(prop-2-ynyl)-dimethylxanthines with formaldehyde and secondary amines were the main approaches for the synthesis of substituted methylxanthine derivatives (yield 53–96%). The bioactivity of all new compounds was evaluated by Ellman’s method, and the results showed that most of the synthesized compounds displayed good and moderate acetylcholinesterase (AChE) inhibitory activities in vitro. The structure-activity relationships were also discussed. The data revealed that compounds 53, 59, 65, 66, and 69 exhibited the most potent inhibitory activity against AChE with IC50 of 0.25, 0.552, 0.089, 0.746, and 0.121 μM, respectively. The binding conformation and simultaneous interaction modes were further clarified by molecular docking studies.