Oligonucleotide conjugates have found numerous applications in the field of diagnostics and therapeutics. Structurally diverse oligonucleotide conjugates have been prepared and evaluated for various applications. Research efforts have focused on the development of synthetic procedures to accomplish efficient oligonucleotide conjugation with different target molecules. Both on-support and solution-phase coupling procedures have been used to conjugate oligonucleotides. This review gives an account of major synthetic approaches available to prepare covalent oligonucleotide conjugates with diverse target molecules.