Sulfonyl fluoride compounds, particularly those with heterocyclic skeletons, have gained increasing attention due to their widespread applications in organic synthesis, drug discovery, and the life sciences. Consequently, the exploration of efficient and diverse approaches for synthesizing sulfonyl fluorides with heterocyclic skeletons has garnered significant interest from organic chemists. In recent years, great progress has been made in constructing sulfonyl fluorides with heterocyclic skeletons. This review comprehensively outlines the recent advancements in the construction of sulfonyl fluorides possessing heterocyclic skeletons via diverse routes. Additionally, it also highlights the challenges and opportunities concomitant with the synthesis of heterocyclic sulfonyl fluorides.