Pre-mRNA splicing removes introns and leaves in its wake a multiprotein complex near the exon-exon junctions of mRNAs. This complex, termed the exon-exon junction complex (EJC), contains at least seven proteins and provides a link between pre-mRNA splicing and downstream events, including transport, localization, and nonsense-mediated mRNA decay. Using a simple whole cell lysate system we developed for in vitro splicing, we prepared lysates from cells transfected with tagged EJC proteins and studied the association of these proteins with pre-mRNA, splicing intermediates, and mRNA, as well as formation of the EJC during splicing. Three of the EJC components, Aly/REF, RNPS1, and SRm160, are found on pre-mRNA by the time the spliceosome is formed, whereas Upf3b associates with splicing intermediates during or immediately after the first catalytic step of the splicing reaction (cleavage of exon 1 and intron-lariat formation). In contrast, Y14 and magoh, which remain stably associated with mRNA after export to the cytoplasm, join the EJC during or after completion of exon-exon ligation. These findings indicate that EJC formation is an ordered pathway that involves stepwise association of components and is coupled to specific intermediates of the splicing reaction.