The domino three-component coupling reaction of arynes with DMF and active methylenes or methines was studied as a highly efficient method for preparing heterocycles. Coumarin derivative 5 was formed when diethyl malonate (2) or α-bromomalonate (3) were used as a C2-unit. In contrast, dihydrobenzofurans 7a and 7b were obtained by using α-chloroenolates generated from α-chloromalonates 4a and 4b and Et2Zn. The benzofuran 15a could be obtained by using ethyl iodoacetate (14) as a C1-unit. The one-pot conversion of dihydrobenzofurans 7a, 7b and 8a into benzofurans 15a and 15b was also studied. The direct synthesis of benzofuran 15b was achieved by using the active methine 18 having ketone and ester groups.