Mechanically interlocked molecules have found extensive applications in areas all across the physical sciences, from materials to catalysis and sensing. However, introducing mechanical bonds and entanglements at the molecular level is still a significant challenge due to the inherent restriction in entropy needed to preorganize strands before interlocking. Over the last decade, dynamic covalent chemistry has emerged as one of the most efficient methods of forming rotaxanes, catenanes and molecular knots. By using reversible bonds such as imines, disulfides and boronate esters, one can use the inherent error-correction in these linkages to form interlocked architectures with high fidelity and often in excellent yields. This review reports on recent advances in the use of dynamic covalent chemistry to make mechanically interlocked molecules, systematically surveying clipping, capping and templating approaches with dynamic bonds. Furthermore, it is also discussed how dynamic bonds can be used to control motion, co-conformational expression and catalytic activity in mechanically interlocked molecular machinery.