Hydrogels based on natural polymers have bright application prospects in biomedical fields due to their outstanding biocompatibility and biodegradability. However, the poor mechanical performances of pure natural polymer-based hydrogels greatly limit their application prospects. Recently, a variety of strategies has been applied to prepare natural polymer-based hydrogels with enhanced mechanical properties, which generally exhibit stiffening, strengthening, and stretchable behaviors. This article summarizes the recent progress of natural polymer-based hydrogels with enhanced mechanical properties. From a structure point of view, four kinds of hydrogel are reviewed; double network hydrogels, nanocomposite hydrogels, click chemistry-based hydrogels, and supramolecular hydrogels. For each typical hydrogel, its preparation, structure, and mechanical performance are introduced in detail. At the end of this article, the current challenges and future prospects of hydrogels based on natural polymers are discussed and it is pointed out that 3D printing may offer a new platform for the development of natural polymer-based hydrogels.