Hydrogel-based wet electrodes are the most important biosensors for electromyography (EMG), electrocardiogram (ECG), and electroencephalography (EEG); but, are limited by poor strength and weak adhesion. Herein, a new nanoclay-enhanced hydrogel (NEH) has been reported, which can be fabricated simply by dispersing nanoclay sheets (Laponite XLS) into the precursor solution (containing acrylamide, N, N′-Methylenebisacrylamide, ammonium persulfate, sodium chloride, glycerin) and then thermo-polymerizing at 40 °C for 2 h. This NEH, with a double-crosslinked network, has nanoclay-enhanced strength and self-adhesion for wet electrodes with excellent long-term stability of electrophysiology signals. First of all, among existing hydrogels for biological electrodes, this NEH has outstanding mechanical performance (93 kPa of tensile strength and 1326% of breaking elongation) and adhesion (14 kPa of adhesive force), owing to the double-crosslinked network of the NEH and the composited nanoclay, respectively. Furthermore, this NEH can still maintain a good water-retaining property (it can remain at 65.4% of its weight after 24 h at 40 °C and 10% humidity) for excellent long-term stability of signals, on account of the glycerin in the NEH. In the stability test of skin–electrode impedance at the forearm, the impedance of the NEH electrode can be stably kept at about 100 kΩ for more than 6 h. As a result, this hydrogel-based electrode can be applied for a wearable self-adhesive monitor to highly sensitively and stably acquire EEG/ECG electrophysiology signals of the human body over a relatively long time. This work provides a promising wearable self-adhesive hydrogel-based electrode for electrophysiology sensing; which, will also inspire the development of new strategies to improve electrophysiological sensors.