A three‐component alkylsulfonylation/cyclization/ hydrolysis relay reaction of 1‐acryloyl‐2‐cyanoindoles with 4‐alkyl Hantzsch esters and Na2S2O5 to access a series of alkylsulfonyl pyrrolo[1,2‐a]indolediones derivatives involving in situ sulfur dioxide insertion is established. With this method, a variety of primary and secondary alkyl radicals can be used for trapping sulfur dioxide and in situ formed corresponding alkylsulfonyl radical intermediates, followed by alkyl sulfonyl radical addition, cyclization and hydrolysis. In addition, this reaction goes through once selective cleavage of σ carbon‐carbon bond and following successively formation of three new chemical bonds, in which cyano group acts as the dual roles, including the radical acceptor and carbonyl source.