Polysaccharide-based materials created by physical processes have received considerable attention for biomedical applications. These structures are often made by associating charged polyelectrolytes in aqueous solutions, avoiding toxic chemistries (crosslinking agents). We review the principal polysaccharides (glycosaminoglycans, marine polysaccharides, and derivatives) containing ionizable groups in their structures and cellulose (neutral polysaccharide). Physical materials with high stability in aqueous media can be developed depending on the selected strategy. We review strategies, including coacervation, ionotropic gelation, electrospinning, layer-by-layer coating, gelation of polymer blends, solvent evaporation, and freezing–thawing methods, that create polysaccharide-based assemblies via in situ (one-step) methods for biomedical applications. We focus on materials used for growth factor (GFs) delivery, scaffolds, antimicrobial coatings, and wound dressings.