The valuable luminescence, magnetic, and catalytic properties of lanthanide cations are beginning to be exploited in conjunction with structurally exotic mechanically interlocked molecules (MIMs) such as rotaxanes, catenanes and knots. This Minireview provides an account of this rapidly developing research area commencing with the use of lanthanides in extended MIM‐containing frameworks. Then, attention turns to discrete lanthanide‐containing pseudorotaxanes, followed by fully interlocked rotaxanes, catenanes and knots – where lanthanides have not only been incorporated into MIM architectures but have also been used to template formation of the interlocked structure. Particular focus is paid to examples where the lanthanide MIMs have been put to useful applications, in what is still a relatively youthful avenue of research in both lanthanide coordination chemistry and the chemistry of mechanically interlocked molecules.