A synthetic approach to a new class of allyl nitro derivatives is reported. (2-Acetoxy)allyl nitro compounds have been prepared for the first time in a four-step procedure by a preliminary reaction of nitroalkanes with 2-(phenylselenyl)acetaldehyde. After the acetylation of the obtained nitro alcohols, the unsaturation is installed by an oxidation reaction involving the phenylselenyl group followed by a thermal elimination. The oxidation process is accomplished under flow conditions ensuring a notable lowering of overoxidation by products observed in batch.