A convenient one-pot approach to the preparation of α-diazo-β-ketosulfones from sulfonyl chlorides is described. It involves the conversion of the sulfonyl chloride to sodium sulfinate, alkylation of the latter with α-haloketones followed by diazo transfer using the 'sulfonyl-azide-free' ('SAFE') protocol in aqueous medium. The simple and expedient method relies on readily available starting materials and provides facile access to a wide variety of valuable diazo reagents for organic synthesis.