The musculoskeletal (MS) system consists of bone, cartilage, tendon, ligament, and skeletal muscle, which forms the basic framework of the human body. This system plays a vital role in appropriate body functions, including movement, the protection of internal organs, support, hematopoiesis, and postural stability. Therefore, it is understandable that the damage or loss of MS tissues significantly reduces the quality of life and limits mobility. Tissue engineering and its applications in the healthcare industry have been rapidly growing over the past few decades. Tissue engineering has made significant contributions toward developing new therapeutic strategies for the treatment of MS defects and relevant disease. Among various biomaterials used for tissue engineering, natural polymers offer superior properties that promote optimal cell interaction and desired biological function. Natural polymers have similarity with the native ECM, including enzymatic degradation, bio-resorb and non-toxic degradation products, ability to conjugate with various agents, and high chemical versatility, biocompatibility, and bioactivity that promote optimal cell interaction and desired biological functions. This review summarizes recent advances in applying natural-based scaffolds for musculoskeletal tissue engineering.