Devices and methods are disclosed for retrieving an implant or tissue anchor during the course of a percutaneous medical procedure. An implant is provided having a retrieval tether attached to it. The retrieval tether is attached to the implant on one end, and the proximal end of the tether can be threaded through an implant retrieval device. The retrieval device comprises an inner elongate body that is used to capture and secure the retrieval tether. The retrieval device also comprises an outer elongate body that may be configured to be advanced over the retrieval tether from a location remote from the implant (e.g., outside a patients body) to contact and retrieve the implant after it has been deployed and/or implanted within a patients body.