Sub HyperLink_SheetsToIndex()
' Local Variables
Dim wks As Worksheet
Dim rngLinkCell As Range
Dim strSubAddress As String, strDisplayText As String
' Step 1 : Loop through all worksheets
' 1a : Clear all current hyperlinks
Worksheets("Sheet1").Range("A:A").ClearContents
' 1b : Create Linked index list
For Each wks In ActiveWorkbook.Worksheets
Set rngLinkCell = Worksheets("sheet1").Range("A65536").End(xlUp)
If rngLinkCell <> "" Then Set rngLinkCell = rngLinkCell.Offset(1, 0)
strSubAddress = "'" & wks.Name & "'!A1"
strDisplayText = wks.Name
Worksheets("sheet1").Hyperlinks.Add Anchor:=rngLinkCell, Address:="", SubAddress:=strSubAddress, TextToDisplay:=strDisplayText
Next wks
End Sub