Cyclodextrins (CDs) are cone-shaped molecular rings that have been widely employed in supramolecular/host–guest chemistry because of their low cost, high biocompatibility, stability, wide availability in multiple sizes, and their promiscuity for binding a range of molecular guests in water. Consequently, CD-based host–guest complexes are often employed as templates for the synthesis of mechanically bonded molecules (mechanomolecules) such as catenanes, rotaxanes, and polyrotaxanes in particular. The conical shape and cyclodirectionality of the CD “bead” gives rise to a symmetry-breaking effect when it is threaded onto a molecular “string”; even symmetrical guests are rendered asymmetric by the presence of an encircling CD host. This review focuses on the stereochemical implications of this symmetry-breaking effect in mechanomolecules, including orientational isomerism, mechanically planar chirality, and topological chirality, as well as how they support applications in regioselective and stereoselective chemical synthesis, the design of molecular machine prototypes, and the development of advanced materials.