There is an emerging consensus that RNA polymerase II (RNA Pol II) transcription and pre-mRNA processing are tightly coupled events. We show here that exons flanking an intron that has been engineered to be cotranscriptionally cleaved are accurately and efficiently spliced together. These data underline the close coupling of processes in the initial stages of protein-encoding gene expression and provide evidence for a molecular tether connecting emergent splice sites in the pre-mRNA to transcribing RNA Pol II. This observation suggests that for some genes a continuous intron transcript is not required for pre-mRNA splicing in vivo.