Sox proteins are known as crucial transcription factors for many developmental processes and for a wide range of common diseases. They were believed to specifically bind and bend DNA with other transcription factors and elicit transcriptional activation or repression activities in the early stage of transcription. However, their functions are not limited to transcription initiation. It has been showed that Sox proteins are involved in the regulation of alternative splicing regulatory networks and translational control. In this review, we discuss the current knowledge on how Sox transcription factors such as Sox2, Sry, Sox6, and Sox9 allow the coordination of co-transcriptional splicing and also the mechanism of SOX4-mediated translational control in the context of RNA polymerase III.