The B -> D^{(*)} K^- K^{(*)0} decays have been observed for the first time. The branching fractions of the B -> D^{(*)} K^- K^{(*)0} decay modes are measured. Significant signals are found for the B -> D^{(*)} K^- K^{*0} and B^- -> D^0 K^- K^0_S decay modes. The invariant mass and polarization distributions for the K^-K^{*0} and K^-K^0_S subsystems have been studied. For the K^-K^{*0} sybsystem these distributions agree well with those expected for two-body B -> D^{(*)} a_1^-(1260) decays, with a_1^-(1260) -> K^- K^{*0}. The analysis was done using 29.4 fb^{-1} of data collected with the Belle detector at the e^+ e^- asymmetric collider KEKB.