The first catalyst-free cascade deprotonation/intramolecular aldol reaction of α-carbonyl sulfonium ylides with 2-mercaptoindole-3-carbaldehydes and 2-mercaptobenzaldehydes was developed. A series of thieno[2,3-b]indoles and benzothiophenes were smoothly obtained in high to excellent yields. The salient features of the protocol include catalyst-free conditions, an environment-friendly solvent, broad substrate scope, and large-scale synthesis.