The ring‐opening reaction of nitro‐substituted donor‐acceptor cyclopropanes with pyrazoles in DMSO was investigated. Unexpectedly, the cyclopropanes underwent Kornblum‐type ring‐opening oxidation with DMSO to form aroylmethylidene malonates as intermediates in the reactions. The intermediates further underwent aza‐Michael addition with pyrazoles in tandem manner to give the corresponding aza‐Michael adducts. The highlights of the methodology include the occurrence of ring‐opening/oxidation under neutral conditions with DMSO and formation of aza‐Michael adducts with pyrazoles under catalyst‐free conditions.