Achieving <i>α</i>‐methylation of BODIPYs remains challenging due to the electron‐deficient property of α‐position of BODIPYs. Herein, a H2O2/DMSO‐promoted radical process was employed, providing an approach for the construction of a series of α‐methyl and <i>α</i>,<i>α</i>‐dimethyl BODIPYs in 57‐68% yields. In addition, representative transformations and half‐gram experiments as well as their photophysical properties were studied to examine the potential applications.