Nowadays, pollution has become the main bottleneck towards sustainable technological development due to its detrimental implications in human and ecosystem health. Removal of pollutants from the surrounding environment is a hot research area worldwide; diverse technologies and materials are being continuously developed. To this end, bio-based composite hydrogels as sorbents have received extensive attention in recent years because of advantages such as high adsorptive capacity, controllable mechanical properties, cost effectiveness, and potential for upscaling in continuous flow installations. In this review, we aim to provide an up-to-date analysis of the literature on recent accomplishments in the design of polysaccharide-based composite hydrogels for removal of heavy metal ions, dyes, and oxyanions from wastewater. The correlation between the constituent polysaccharides (chitosan, cellulose, alginate, starch, pectin, pullulan, xanthan, salecan, etc.), engineered composition (presence of other organic and/or inorganic components), and sorption conditions on the removal performance of addressed pollutants will be carefully scrutinized. Particular attention will be paid to the sustainability aspects in the selected studies, particularly to composite selectivity and reusability, as well as to their use in fixed-bed columns and real wastewater applications.