Highly regioselective synthetic methodology leading to densely functionalised C(3), C(4) and C(5) substituted pyrazoles 10a–q, 14a‐i and 16a–g via thermal [3+2]‐dipolar cycloaddition, of α‐diazoacetates and α‐thio‐β‐chloroacrylamides, at the sulfide, sulfoxide and sulfone levels of oxidation, is described. This method allows access to C(4)‐sulfenyl or sulfonyl pyrazoles, through migration of the sulfur substituent at the sulfide and sulfone oxidation levels, while elimination of the sulfinyl group leading to 3,5‐disubstituted pyrazoles, is observed. While the sulfide migration is readily rationalised, the carbon to carbon 1,2‐sulfonyl migration is unprecedented and mechanistically intriguing. The synthetically versatile generation of densely functionalised pyrazoles containing substituents amenable to further modification offers advantages over alternative synthetic routes. Isolation of the N‐alkylated pyrazoles 11a and 12a as by‐products from the cycloaddition through further reaction of the pyrazoles 10 with excess α‐diazoacetate, proved useful in rationalising the tautomeric behaviour evident in the NMR spectra of the pyrazoles, with the position of tautomeric equilibrium influenced by solvent and substituents.