Eukaryotic gene expression requires the ordered association of numerous factors with precursor messenger RNAs (premRNAs)/messenger RNAs (mRNAs) to achieve efficiency and regulation. Here, we use the Balbiani ring (BR) genes to demonstrate the temporal and spatial association of the exon junction complex (EJC) core with gene-specific endogenous premRNAs and mRNAs. The EJC core components bind cotranscriptionally to BR premRNAs during or very rapidly after splicing. The EJC core does not recruit the nonsense-mediated decay mediaters UPF2 and UPF3 until the BR messenger RNA protein complexes (mRNPs) enter the interchromatin. Even though several known adapters for the export factor NXF1 become part of BR mRNPs already at the gene, NXF1 binds to BR mRNPs only in the interchromatin. In steady state, a subset of the BR mRNPs in the interchromatin binds NXF1, UPF2, and UPF3. This binding appears to occur stochastically, and the efficiency approximately equals synthesis and export of the BR mRNPs. Our data provide unique in vivo information on how export competent eukaryotic mRNPs are formed.