Asymmetric [4+2] cycloadditions involving the use of enantiomerically pure sulfoxides as the main controller of stereoselectivity are reviewed. Diels-Alder reactions with sulfinyldienes and sulfinyldienophiles, 1,3-dipolar reactions with vinylsulfoxides, and hetero-Diels-Alder reactions are the main objectives of this review. The influence of the sulfinyl group on the reactivity, regioselectivity, and especially stereoselectivity of these reactions has been mainly considered in order to understand the synthetic scope and limitations of the sulfinyl group acting as a chiral inductor in these reactions. Apparent deficiencies in proposed stereochemical models have been also highlighted.