We prove several results on approximation and interpolation of holomorphic Legendrian curves in convex domains in \(\mathbb {C}^{2n+1}\) , \(n \ge 2\) , with the standard contact structure. Namely, we show that such a curve, defined on a compact bordered Riemann surface M, whose image lies in the interior of a convex domain \(\mathscr {D}\subset \mathbb {C}^{2n+1}\) , may be approximated uniformly on compacts in the interior \({{\,\textrm{Int}\,}}M\) by holomorphic Legendrian curves \({{\,\textrm{Int}\,}}M \rightarrow \mathscr {D}\) such that the approximants are proper, complete, agree with the starting curve on a given finite set in \({{\,\textrm{Int}\,}}M\) to a given finite order, and hit a specified diverging discrete set in the convex domain. We first show approximation of this kind on bounded strongly convex domains and then generalise it to arbitrary convex domains. As a consequence we show that any compact bordered Riemann surface properly embeds into a convex domain as a complete curve under a suitable geometric condition on the boundary of the codomain.