Sequence isomerism plays fundamental roles in the encoding of biological information and in tuning material performance, but engineering sequences and elucidating their effects remain a major and largely unmet challenge in synthetic chemistry. Herein, We develop a novel wheel assembling approach aiming at the precise sequence control of hetero[3]rotaxanes, a typical family of mechanically interlocked molecules. Based on a key [2]rotaxane precursor with exchangeable pentafluorophenyl ester stoppers, We successfully synthesized both sequence isomers of diverse hetero[3]rotaxanes. Moreover, taking advantage of the chirality retention along with the wheel assembling process, corresponding sequence isomers of chiral functionalized hetero[3]rotaxanes were further precisely synthesized. Impressively, these hetero[3]rotaxanes revealed remarkable sequence-dependent chemical reactivity and circularly polarized luminescence, highlighting fantastic sequence effects. This proof-of-concept study lays the foundation for the investigations on the structure-property relationships of heterorotaxanes, which would further direct the rational design and precise synthesis of sequence-defined heterorotaxanes with desired properties for practical use.