Polycrystalline ultra-hard constructions comprise a polycrystalline ultra-hard material body and two or more support members attached to the body by braze material. The support members include a backside support member and a side support member. The side support member is a one- or two-piece construction, and is positioned circumferentially around and extends axially along the body or both the body and the backside support member such that a working surface of the body remains exposed. The support members can be configured to provide a mechanical attachment or interlocking attachment with the body or another support member. The braze materials used in the construction can be different and selected to enhance the attachment and/or reduce the creation of thermal stress within the construction during assembly. The support members can be selected having different thermal expansion characteristics that also operate to reduce the thermal stress during construction assembly.