Most proteins, in order to perform their biological function, have to fold to a compact native state. The increasing number of knotted and slipknotted proteins identified suggests that proteins are able to manoeuvre around topological barriers during folding. In the present article, we review the current progress in elucidating the knotting process in proteins. Although we concentrate on theoretical approaches, where a knotted topology can be unambiguously detected, comparison with experiments is also reviewed. Numerical simulations suggest that the folding process for small knotted proteins is composed of twisted loop formation and then threading by either slipknot geometries or flipping. As the size of the knotted proteins increases, particularly for more deeply threaded termini, the prevalence of traps in the free energy landscape also increases. Thus, in the case of longer knotted and slipknotted proteins, the folding mechanism is probably supported by chaperones. Overall, results imply that knotted proteins can be folded efficiently and survive evolutionary pressure in order to perform their biological functions.