Mechanically interlocked molecules (MiMs) such as catenanes and rotaxanes exhibit unique properties due to the mechanical bond which unites their components. The translational and rotational freedom present in these compounds may be harnessed to create stimuli-responsive MiMs, which find potential application as artificial molecular machines. Mechanically interlocked structures such as lasso peptides have also been found in nature, making MiMs promising albeit elusive targets for drug discovery. Although the first syntheses of MiMs were based on covalent strategies, approaches based on non-covalent interactions rose to prominence thereafter and have remained dominant. Non-covalent strategies are generally short and efficient, but do require particular structural motifs which are difficult to alter. In a covalent approach, MiMs can be more easily modified while the components may have increased rotational and translational freedom. Both approaches have complementary merits and combining the unmatched efficiency of non-covalent approaches with the scope of covalent syntheses may open up vast opportunities. In this review, recent covalently templated syntheses of MiMs are discussed to show their complementarity and anticipate future developments in this field.