A Cu(I)-catalyzed three-component reaction of terminal alkynes, trifluoromethyl diazo compounds, and nitrosoarenes was developed. With this method, a series of trifluoromethyl-substituted dihydroisoxazoles were effectively synthesized in high yields under mild reaction conditions. This transformation is proposed to proceed through an electrophilic trapping of the copper carbene species generated from terminal alkynes and diazo compounds by nitrosobenzenes.