To provide a novel tricyclic pyrrolopyridine compound having a JAK inhibitory activity and useful for prevention, treatment and/or improvement of particularly autoimmune diseases, inflammatory diseases and allergic diseases. A novel tricyclic pyrrolopyridine compound represented by the formula (I), a tautomer or pharmaceutically acceptable salt of the compound or a solvate thereof: wherein the respective substituents are defined in detail in the specification, and R 1 is a C 1-6 alkyl group or the like, R 2 is a hydrogen atom or the like, R 3 is a hydrogen atom or the like, the ring A is C 3-11 cycloalkane or the like, L 1 is a C 1-6 alkylene group or the like, and R 4 is NR a R b or the like.