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 co-transcriptionally 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.