An iron-catalyzed four-component sulfonylthiocyanation between α,β-unsaturated amides/esters, TMSNCS, aryldiazonium tetrafluoroborates, and sulfur dioxide (from SOgen) is demonstrated. This protocol is characterized by mild reaction conditions, good functional group compatibility, broad substrate scope, and good to excellent yields, providing a feasible method for the preparation of β-thiocyanated sulfone compounds. The preliminary mechanism investigation shows that a radical pathway may be involved in the process.