Choreographic programming is a paradigm for writing coordination plans for distributed systems from a global point of view, from which correct-by-construction decentralised implementations can be generated automatically. Theory of choreographies typically includes a number of complex results that are proved by structural induction. The high number of cases and the subtle details in some of these proofs has led to important errors being found in published works. In this work, we formalise the theory of a choreographic programming language in Coq. Our development includes the basic properties of this language, a proof of its Turing completeness, a compilation procedure to a process language, and an operational characterisation of the correctness of this procedure. Our formalisation experience illustrates the benefits of using a theorem prover: we get both an additional degree of confidence from the mechanised proof, and a significant simplification of the underlying theory. Our results offer a foundation for the future formal development of choreographic languages.