[3+2] Cycloaddition reactions of vinyl sulfonyl fluorides with an in‐situ generated nonstabilized azomethine ylide is described for the first time. The resulting pyrrolidine‐3‐sulfonyl fluorides were obtained in 50–83 % yield on a scale of up to 25 g. Their utility as reagents for sulfur(VI)–fluoride exchange (SuFEx) and some other transformations was also demonstrated.