Hydrogels are three-dimensional networks with a variety of structures and functions that have a remarkable ability to absorb huge amounts of water or biological fluids. They can incorporate active compounds and release them in a controlled manner. Hydrogels can also be designed to be sensitive to external stimuli: temperature, pH, ionic strength, electrical or magnetic stimuli, specific molecules, etc. Alternative methods for the development of various hydrogels have been outlined in the literature over time. Some hydrogels are toxic and therefore are avoided when obtaining biomaterials, pharmaceuticals, or therapeutic products. Nature is a permanent source of inspiration for new structures and new functionalities of more and more competitive materials. Natural compounds present a series of physico-chemical and biological characteristics suitable for biomaterials, such as biocompatibility, antimicrobial properties, biodegradability, and nontoxicity. Thus, they can generate microenvironments comparable to the intracellular or extracellular matrices in the human body. This paper discusses the main advantages of the presence of biomolecules (polysaccharides, proteins, and polypeptides) in hydrogels. Structural aspects induced by natural compounds and their specific properties are emphasized. The most suitable applications will be highlighted, including drug delivery, self-healing materials for regenerative medicine, cell culture, wound dressings, 3D bioprinting, foods, etc.