As promising soft materials, various excellent properties of hydrogels have received widespread attention during recent years. Mechanical properties and self‐healing performance are required characteristics for hydrogels in practical applications. An important challenge is to develop hydrogels exhibiting mechanical performance and self‐recoverability through physical cross‐linking. In this work, the authors report a hydrogel consisting of a fully physically linked poly (vinyl alcohol)/agarose (PVA/AG) dual‐network, which is of high toughness and self‐healing properties. The synthesis process of the PVA/AG hydrogel is convenient, with AG as the first network, and hydrogen bonding and crystal‐associated PVA as the second network to form a dual physical crosslink. Due to this physical cross‐linking, the PVA/AG hydrogel has good mechanical properties (tensile strength of 6.5 MPa to 14.6 MPa, ductility of 168% to 214%). The highest compressive strength of hydrogel is up to 3.66 MPa, which is almost 8 times that of pure PVA hydrogel. In addition, it has excellent self‐healing properties without stimulation or healing agents. Compared to pure PVA hydrogel, PVA/AG hydrogels have higher thermal stability due to higher decomposition temperatures and lower degradation rates. In this study, the authors also initially explore the potential application of obtained hydrogel.