Cyclodepsipeptide natural products often display intriguing biological activities that along with their complex molecular scaffolds, makes them interesting targets for chemical synthesis. Although cyclodepsipeptides feature highly diverse chemical structures, their synthesis is often associated with similar synthetic challenges such as the establishment of a suitable macrocyclization methodology. This review therefore compiles case studies of synthetic approaches to different bioactive cyclodepsipeptide natural products, thereby illustrating obstacles of cyclodepsipeptide synthesis as well as their overcomings.