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The diverse structures and unique properties of hydrogels have attracted significant attentions in recent years. Compared to chemically cross-linked hydrogels, natural polymer-based hydrogels cross-linked with physical interactions are environmentally friendly owning to the free of chemical cross-linking agents and exhibit many advantages as diverse reversible non-covalent bonds. This review aims to summarize instructive strategies for designing physical hydrogels based on non-covalent bonds derived from unique functional groups of natural polymers to develop various unique properties and extend the application of corresponding hydrogels. Firstly, strategies to construct the natural polymer-based physically crosslinked hydrogels (NPPCHs) with internal and external stimulating cross-linking characteristics will be introduced. Internal effects included hydrogen bonding, ionic cross-linking, electrostatic interaction, hydrophobic association, and host-guest interaction, and external causes can be temperature, light, pH, or other conditions. Secondly, the unique advantages of processing technologies of NPPCHs including injection, 3D printing, spraying, and molding will be summarized. Thirdly, excellent performances of NPPCHs derived from unique dynamic non-covalent bond structures, such as self-healing, conductivity-promoting, and stimulus-response will be introduced. This review provides guidance to develop the NPPCHs with fascinating structures, excellent properties, and outstanding performances, which will play an important role in promoting the development of physically cross-linked hydrogels.