A rotary engine including at least two pilot subchambers each in parallel fluid communication with the internal cavity, so that each pilot subchamber is in fluid communication with the combustion chambers as the rotor rotates. Each of the at least two pilot subchambers in fluid communication with a corresponding pilot fuel injector. At least one ignition source is configured for igniting fuel in the pilot subchambers. A compound engine assembly and a method of combusting fuel in a rotary engine are also discussed.