A three-component synthesis of substituted dimethyl dihydro-2H-pyran-3,3(4H)-dicarboxylates in up to 80% yields by the reaction of β-styrylmalonates with aromatic or aliphatic aldehydes in the presence of ROAlCl 2 prepared in advance either by exposure of EtAlCl 2 with air access or by mixing equimolar amounts of AlCl 3 with a primary or secondary alcohol has been developed. If EtAlCl 2 , itself, is used, dihydro-2H-pyran-3,3(4H)diesters are not formed at all, while dimerization of styrylmalonates by (4 + 2)-annulation-type to give substituted tetrahydronaphthalenes is the main process. The possibility of using the CH−O−Al fragment of alkoxyaluminum dichlorides in cycloaddition reactions with α-CH-functionalization has been shown for the first time.