Hydrogels, three-dimensional (3D) polymer networks, present unique properties, like biocompatibility, biodegradability, tunable mechanical properties, sensitivity to various stimuli, the capacity to encapsulate different therapeutic agents, and the ability of controlled release of the drugs. All these characteristics make hydrogels important candidates for diverse biomedical applications, one of them being drug delivery. The recent achievements of hydrogels as safe transport systems, with desired therapeutic effects and with minimum side effects, brought outstanding improvements in this area. Moreover, results from the utilization of hydrogels as target therapy strategies obtained in clinical trials are very encouraging for future applications. In this regard, the review summarizes the general concepts related to the types of hydrogel delivery systems, their properties, the main release mechanisms, and the administration pathways at different levels (oral, dermal, ocular, nasal, gastrointestinal tract, vaginal, and cancer therapy). After a general presentation, the review is focused on recent advances in the design, preparation and applications of innovative cellulose-based hydrogels in controlled drug delivery.