Access is denied on mklink

Robert is wrong. Remotely mklink DOES work. Here is the solution:

Run command prompt as admin and then run this command:

fsutil behavior query SymlinkEvaluation

If you see message "Remote to remote symbolic links are disabled.", then run this command:

fsutil behavior set SymlinkEvaluation R2R:1

After that, you can run

mklink /d \\myserver\SomeDir\SomeLink \\myserver\SomeOtherDir\MyDir

By default mklink only affects the local computer. Remote manipulations are not possible in that case.

Therefore if you want to add a symbolic directory link on a remote machine try to execute mklink.exe via PsExec on the remote server, then using the local directory path of the two directories.