Herein, we report a methodology for constructing mechanically self-locked molecules (MSMs) through the efficient intramolecular copper(I)-catalyzed alkyne–azide cycloaddition (CuAAC) of self-threaded A1/A2-azido-propargyl-difunctionalized pillar[5]arenes. The obtained monomeric “pseudo[1]catenane” and dimeric “gemini-catenane” were isolated and fully characterized using mass spectrometry, nuclear magnetic resonance (NMR) spectroscopy, and X-ray crystallography. Upon investigation by ¹H NMR spectroscopy in chloroform, the observed motion for the threaded ring in the pseudo[1]catenane was reversibly controlled by the temperature, as demonstrated by variable-temperature ¹H NMR studies. Two gemini-catenane stereoisomers were also isolated in which the two pillar[5]arene moieties threaded by two decyl chains were aligned in different topologies. Furthermore, the conformational inversion of pseudo[1]catenane and the gemini-catenanes triggered by solvents and guests was investigated and probed using ¹H NMR spectroscopy, isothermal titration calorimetry, and single-crystal X-ray analysis.