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Randomized Smoothing (RS) is a promising technique for certified robustness, and recently in RS the ensemble of multiple Deep Neural Networks (DNNs) has shown state-of-the-art performances due to its variance reduction effect over Gaussian noises. However, such an ensemble brings heavy computation burdens in both training and certification, and yet under-exploits individual DNNs and their mutual effects, as the communication between these classifiers is commonly ignored in optimization. In this work, we consider a novel ensemble-based training way for a single DNN with multiple augmented heads, named as SmOothed Multi-head Ensemble (SOME). In SOME, similar to the pursuit of variance reduction via ensemble, an ensemble of multiple heads imposed with a cosine constraint inside a single DNN is employed with much cheaper training and certification computation overloads in RS. In such network structure, an associated training strategy is designed by introducing a circular communication flow among those augmented heads. That is, each head teaches its neighbor with the self-paced learning strategy using smoothed losses, which are specifically designed in relation to certified robustness. The deployed multi-head structure and the circular-teaching scheme in SOME jointly contribute to the diversities among multiple heads and benefit their ensemble, leading to a competitively stronger certifiably-robust RS-based defense than ensembling multiple DNNs (effectiveness) at the cost of much less computational expenses (efficiency), verified by extensive experiments and discussions.