By employing CuOAc as the catalyst, we realize a four-component reaction of 1,3-enynes, diselenides, DABCO·(SO2)2, and cycloketone oxime esters, providing facile access to diverse cyanoalkylsulfonylated allenyl selenides in moderate to good yields. This reaction features high functional group tolerance and a broad substrate scope, enabling the regioselective, sequential formation of C-SO2 and C-Se bonds under mild reaction conditions. Moreover, the utility of this methodology is further illustrated through the late-stage functionalization of drug-based molecules.