Scientists have been attempting to improve the properties of mesoporous materials and expand their application since the 1990s, and the combination with hydrogels, macromolecular biological materials, is one of the research focuses currently. Uniform mesoporous structure, high specific surface area, good biocompatibility, and biodegradability make the combined use of mesoporous materials more suitable for the sustained release of loaded drugs than single hydrogels. As a joint result, they can achieve tumor targeting, tumor environment stimulation responsiveness, and multiple therapeutic platforms such as photothermal therapy and photodynamic therapy. Due to the photothermal conversion ability, mesoporous materials can significantly improve the antibacterial ability of hydrogels and offer a novel photocatalytic antibacterial mode. In bone repair systems, mesoporous materials remarkably strengthen the mineralization and mechanical properties of hydrogels, aside from being used as drug carriers to load and release various bioactivators to promote osteogenesis. In hemostasis, mesoporous materials greatly elevate the water absorption rate of hydrogels, enhance the mechanical strength of the blood clot, and dramatically shorten the bleeding time. As for wound healing and tissue regeneration, incorporating mesoporous materials can be promising for enhancing vessel formation and cell proliferation of hydrogels. In this paper, we introduce the classification and preparation methods of mesoporous material-loaded composite hydrogels and highlight the applications of composite hydrogels in drug delivery, tumor therapy, antibacterial treatment, osteogenesis, hemostasis, and wound healing. We also summarize the latest research progress and point out future research directions. After searching, no research reporting these contents was found.