Mechanically Interlocked Molecules (MIMs), such as catenanes, knots, and rotaxanes, are a class of molecules that possess mechanical bonds. These bonds constitute an entanglement in space between components of the MIMs that cannot be separated without breaking a participating covalent bond. Although it is possible to synthesize chiral MIMs with covalent stereogenic centers, this new bond opens up the possibilities of axial, planar and helical chirality, as well as topologically chiral compounds. A growing number of chiral MIMs have been investigated and employed in numerous applications, ranging from sensing to catalysis. While the investigation of the properties of MIMs is highly developed, it is also essential to study their chiroptical properties. In this review, we focus on the chiroptical properties of chiral MIMs. We discuss their electronic circular dichroism (ECD) since these properties have been analyzed in some detail in relation to their structures and stereochemistry. Although only a few examples have been described to date, we discuss the encouraging circularly polarized luminescence (CPL) properties of MIMs. The review also includes a recent study of vibrational circular dichroism (VCD) in mechanically planar chiral rotaxanes suggesting that this technique is a promising tool for analyzing the structures of MIMs. The study of the chiroptical properties of MIMs can have a large impact on their use in materials science or as catalysts. One of the key advantage of chiral MIMs is that they provide a means of generating efficient chiroptical switches that have a bright future in the context of multiple applications.