Conventional synthetic hydrogels have been constrained by random coiling and entanglement of flexible polymer chains, and bottlenecks such as dense microscopic pore structures and hindered transport of biomacromolecules have been widely encountered. DNA supramolecular hydrogels, enabled by the chain rigidity of the DNA double helix, precise programmability, and sequence-specific interactions, have been endowed with excellent biocompatibility, outstanding permeability, and dynamically tunable mechanical properties, thereby providing opportunities for extending the performance boundaries of traditional biomaterials. In this work, research advances in the field of DNA hydrogels were systematically reviewed. Construction routes for all-DNA hydrogels based on enzymatic reactions, physical self-assembly, and long-chain entanglement were comprehensively summarized, and fabrication strategies for hybrid hydrogels via covalent grafting and physical blending were introduced. The distinctive physicochemical features of these materials were further analyzed, with emphasis placed on the molecular mechanism by which rigid networks confer high permeability as well as the shear-thinning and self-healing advantages arising from supramolecular interactions. From the perspective of biomedical applications, DNA hydrogels were discussed in detail for building biomimetic extracellular matrices, functional microvascular networks, and for repairing complex tissue defects such as spinal cord and cartilage injuries. Their unique roles as immunomodulatory platforms were also summarized, where immune microenvironments were reshaped through self-adjuvanted vaccine delivery, immune checkpoint blockade, and chemo–immunotherapy combinations. Finally, challenges related to cost control, stability, and environmental adaptability were discussed, and future prospects for clinical translation and precision medicine were proposed.