Mechanically interlocked molecules are considered promising candidates for the construction of self-adaptive materials by virtue of their fascinating structural and dynamic features. However, it is still a great challenge to fabricate such materials with higher complexity and richer functionality. Herein, we propose the concept of mechanically interlocked aerogels (MIAs) in which the three-dimensional (3D) porous frameworks are made of dense mechanically interlocked modules, thereby enabling the integration of mechanical adaptivity and multifunctionality in a single entity. The lightweight MIA monoliths possess a good appearance and hierarchical meso- and submicron-pores. Profiting from the combination of dynamic mechanical bonds and porous skeletons of aerogels, our MIAs are not only mechanically robust (average Young's modulus = 5.80 GPa and specific modulus = 130.5 kN·m/kg) but also showcase favorable mechanical adaptivity and responsiveness under external stimuli. Taking advantage of the above integrative merits, we demonstrate the multifunctionality of our MIAs in terms of iodine uptake, thermal insulation, and selective adsorption of organic dyes. Our work opens the door to designing intelligent aerogels with delicate topological chemical structures while facilitating the development of mechanically interlocked materials.