In this review, we explore the concept, approach, and future research of hydrological connectivity and its assessment at multiscales, because according to the literature, an integrated review upon hydrological connectivity is lack. Systematic studies illustrate the effects of (i) human activities (i.e., dam construction, groundwater extraction, water flow regulation and diversion, and land management) and (ii) natural factors (i.e., climate, soil characteristics, vegetation, and topography) on hydrological connectivity. Approaches (i.e., soil water content patterns, runoff patterns and processes, numerical models, and index of hydrological connectivity) applied to evaluate hydrological connectivity are examined in detail. Lastly, hydrological connectivity at multiscales is indicated. This review concludes with a discussion of potential research trends that can improve understanding of hydrological connectivity. Reported records showed that few studies were published on hydrological connectivity from 1980 to 2003, whereas the evolution of these studies is temporally promising since 2003. We cannot define a standard concept of hydrological connectivity that works in all environments. We desire to show different concepts of hydrological connectivity in different environments. The degree and nature of hydrological connectivity are not static due to the influences of human activities and changes of natural factors. The index of hydrological connectivity and numerical models are the most significant approaches to assess the changes in hydrological connectivity. This study showed that considering hydrological connectivity in social-economical-ecological-hydrological frameworks can prevent its negative effects on surface or subsurface water quantity and quality and is beneficial for sound water sources management.