Weakly coordinating anions (WCAs) have attracted much attention in recent years due to their ability to stabilise highly reactive cations. It may well be argued, however, that a profound understanding of what truly defines a WCA is still lacking, and systematic studies to unravel counterion effects are scarce. In this work, we investigate a supramolecular pseudorotaxane formation reaction, subject to a selection of anions, ranging from strongly to weakly coordinating, which not only aids in fostering our knowledge about anion coordination properties, but also provides valuable theoretical insight into the nature of the mechanical bond. We employ state-of-the-art DFT-based methods and tools, combined with isothermal calorimetry and ¹H NMR experiments, to compute anion-dependent Gibbs free-association energies DGa, as well as to evaluate intermolecular interactions. We find correlations between DGa and the anions’ solvation energies, which are exploited to calculate physico-chemical reaction parameters in the context of oordinating anions. Furthermore, we show that the binding situation within the (pseudo)rotaxanes can be mostly understood by straight-forward electrostatic considerations. However, quantum–chemical effects such as dispersion and charge-transfer interactions become more and more relevant when WCAs are employed.