In this paper, a series of physical hydrogels with semi‐interpenetrating polymer network (IPN) structures are first synthesized via micellar copolymerization. The semi‐IPN gels exhibit high strength, pH responsiveness, and self‐healing properties. Then, a series of physical double‐network (PDN) gels are further prepared by immersing the as‐prepared semi‐IPN gels in the solutions containing Ca2+ or Fe3+, respectively. The strengths and moduli of these PDN hydrogels are much higher than that of the semi‐IPN gels. Accordingly, the mechanical properties and swelling ratio of PDN gels can be tuned by changing the SA content and the types of metal ions in the immersing treatment. Based on the excellent self‐healing ability of the semi‐IPN gels, the double‐layer hydrogel actuators with shape‐memory properties are successfully fabricated through a simple healing‐immersing treatment, which has great potential application prospects in actuators, artificial muscles, and soft robots.